An Arbitrage Model of the Term Structure of Interest Rates With Stochastic Volatility
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Bibliographic InfoPaper provided by Carnegie Mellon University, Tepper School of Business in its series GSIA Working Papers with number 2000-E40.
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Postal: Tepper School of Business, Carnegie Mellon University, 5000 Forbes Avenue, Pittsburgh, PA 15213-3890
Web page: http://www.tepper.cmu.edu/
This paper has been announced in the following NEP Reports:
- NEP-ALL-2004-07-11 (All new papers)
- NEP-FIN-2004-07-11 (Finance)
- NEP-FMK-2000-09-05 (Financial Markets)
- NEP-MON-2000-09-05 (Monetary Economics)
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