"A deterministic-shift extension of analytically-tractable and ..."

Damiano Brigo, Fabio Mercurio (2001)

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DOI: 10.1007/PL00013541

access: closed

type: Journal Article

metadata version: 2020-07-22

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Damiano Brigo, Fabio Mercurio:
A deterministic-shift extension of analytically-tractable and time-homogeneous short-rate models. Finance Stochastics 5(3): 369-387 (2001)

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