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A generalized method of moments comparison of the cox-ingersoll-ross and heath-jarrow-morton models
Mahendra Raj, Ah Boon Sim, David C. ThurstonVolume:
49
Year:
1997
Language:
english
DOI:
10.1016/s0148-6195(97)00076-3
File:
PDF, 1.32 MB
english, 1997