When Is The Short Rate Markovian?
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- Haitao Li & Xiaoxia Ye, 2013. "A Type of HJM Based Affine Model: Theory and Empirical Evidence," WISE Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
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- repec:wsi:ijtafx:v:20:y:2017:i:02:n:s0219024917500212 is not listed on IDEAS
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