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On Markovian short rates in term structure models driven by different jump-diffusion processes

By Pavel V. Gapeev and U. Küchler
Topics: HA Statistics
Year: 2006
DOI identifier: 10.1524/stnd.2006.24.2.255
OAI identifier: oai:eprints.lse.ac.uk:3222
Provided by: LSE Research Online
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