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Forward Induction and Construction of Yield Curve Diffusion Models
Home
Publications
Forward Induction and Construction of Yield Curve Diffusion Models
Forward Induction and Construction of Yield Curve Diffusion Models
FJ
Farshid Jamshidian
Farshid Jamshidian
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30 June 1991
journal article
Published by
With Intelligence LLC
in
The Journal of Fixed Income
Vol. 1
(1)
,
62-74
https://doi.org/10.3905/jfi.1991.692348
Abstract
No abstract available
Keywords
FORWARD INDUCTION
CURVE DIFFUSION
YIELD CURVE
DIFFUSION MODELS
CONSTRUCTION
Cited by 65 articles