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Modeling the term structure of interest rates with general short-rate models |
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| Authors: | Hideyuki Takamizawa Isao Shoji |
| Institution: | (1) Institute of Policy and Planning Sciences, University of Tsukuba, Tsukuba Ibaraki 305-8573, Japan (e-mail: {htakamiz, shoji}@sk.tsukuba.ac.jp) , JP |
| Abstract: | |
| Keywords: | : Nonlinear term structure model linear approximation |
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