"Forward rate models with linear volatilities."

Michal Barski, Jerzy Zabczyk (2012)

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DOI: 10.1007/S00780-011-0163-Y

access: closed

type: Journal Article

metadata version: 2020-07-22

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Michal Barski, Jerzy Zabczyk:
Forward rate models with linear volatilities. Finance Stochastics 16(3): 537-560 (2012)

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