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Consistent Re-Calibration of the Discrete-Time Multifactor Vasiček Model
Harms, Philipp, Stefanovits, David, Teichmann, Josef, Wüthrich, MarioVolume:
4
Language:
english
Journal:
Risks
DOI:
10.3390/risks4030018
Date:
June, 2016
File:
PDF, 3.11 MB
english, 2016