Comparison of field theory models of interest rates with market data

Comparison of field theory models of interest rates with market data

10.1103/PhysRevE.69.036129

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Bibliographic Details
Main Authors: Baaquie, B.E., Srikant, M.
Other Authors: PHYSICS
Format: Article
Published: 2014
Online Access:http://scholarbank.nus.edu.sg/handle/10635/96032
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Institution: National University of Singapore
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Summary:10.1103/PhysRevE.69.036129

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