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A two-factor model of the term structure and an approximate analytical solution

Journal

Journal of Financial and Quantitative Analysis

Subject

Finance

Publishing details

Journal of Financial and Quantitative Analysis 1984 Vol 19:4 p 413-424

Authors / Editors

Schaefer S M;Schwartz E S

Biographies

Stephen Schaefer

Publication Year

1984

Available on ECCH

No


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