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Term Structure Shapes and Their Consistent Dynamics in the Svensson Family
Term Structure Shapes and Their Consistent Dynamics in the Svensson Family
Fuente:
Wiley Open Access
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Bibliographic Details
Main Authors:
Martin Keller‐Ressel
,
Felix Sachse
Format:
Artículo Open Access
Published:
Wiley
2025
Subjects:
Mathematical Finance
Online Access:
Acceder al recurso
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DOI:
10.1111/mafi.70005
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