Short-term interest rate models and generation of interest rate scenarios
Mathematics and Computers in Simulation
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Main Author: | Tse, Y.K. |
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Other Authors: | ECONOMICS & STATISTICS |
Format: | Article |
Published: |
2011
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Online Access: | http://scholarbank.nus.edu.sg/handle/10635/19349 |
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Institution: | National University of Singapore |
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