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A Multifactor Spot Rate Model for the Pricing of Interest Rate Derivatives
Sandra Peterson, Richard C. Stapleton and Marti G. SubrahmanyamVolume:
38
Language:
english
Journal:
The Journal of Financial and Quantitative Analysis
DOI:
10.2307/4126746
Date:
December, 2003
File:
PDF, 976 KB
english, 2003