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Theory and Calibration of HJM with Shape Factors

  • Roncoroni A
  • Guiotto P
DOI: 10.1007/978-3-662-12429-1_19
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Roncoroni, A., & Guiotto, P. (2002). Theory and Calibration of HJM with Shape Factors (pp. 407–426). https://doi.org/10.1007/978-3-662-12429-1_19

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