Application of the Heath-Platen Estimator in the Fong-Vasicek Short Rate Model
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2018 ◽
Vol 59
(4)
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pp. 429-438
Keyword(s):
1994 ◽
Vol 9
(3)
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pp. 1233-1242
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2017 ◽
Vol 93
(7)
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pp. 1980-1987
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