An Alternative Interest Rate Term Structure Model
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References listed on IDEAS
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More about this item
Keywordsinterest rate term structure; growth optimal portfolio; fair pricing; total market price for risk; square root process;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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