"A short-term interest rate model with nonlinear mean reversion."

Zhaoyun Shi et al. (2000)

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DOI: 10.1109/CIFER.2000.844603

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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Zhaoyun Shi, Yusho Kagraoka, Yoshiyasu Tamura, Tohru Ozaki:
A short-term interest rate model with nonlinear mean reversion. CIFEr 2000: 74-77

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