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Affine long term yield curves: An application of the Ramsey rule with progressive utility
El Karoui, Nicole, Hillairet, Caroline, Mrad, MohamedVolume:
1
Language:
english
Journal:
Journal of Financial Engineering
DOI:
10.1142/S2345768614500032
Date:
March, 2014
File:
PDF, 231 KB
english, 2014