Quotation Filipovic, Damir. 2000. Consistency Problems for HJM Interest Rate Models. Dissertation, ETH Zürich.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Dissertation
Language English
Title Consistency Problems for HJM Interest Rate Models
Academic institution ETH Zürich
Year 2000

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People
Filipovic, Damir (Former researcher)
Organization
Vienna Institute of Finance IN (Former organization)
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