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Conditional Gaussian models of the term structure of interest rates |
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| Authors: | Simon H. Babbs |
| Affiliation: | (1) Bank One and University of Warwick, 1 Bank One Plaza Suite# 0690, Chicago IL 60670, USA (e-mail: Simon_Babbs@bankone.com) , US |
| Abstract: | |
| Keywords: | : Interest rate models market models Conditional Gaussian |
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