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"The volatility of the instantaneous spot interest rate implied by ..."
Ramaprasad Bhar et al. (2006)
- Ramaprasad Bhar, Carl Chiarella, Hing Hung, Wolfgang J. Runggaldier:
The volatility of the instantaneous spot interest rate implied by arbitrage pricing - A dynamic Bayesian approach. Autom. 42(8): 1381-1393 (2006)
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