Continuous time conditionally heteroskedastic models: theory with applications to the term structure of interest rates

Mele, A. (1995). Continuous time conditionally heteroskedastic models: theory with applications to the term structure of interest rates. Economic Notes, 24, 327-352.
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Item Type Article
Copyright holders © 1995 The Author
Departments LSE > Academic Departments > Finance
Date Deposited 27 Jun 2012
URI https://researchonline.lse.ac.uk/id/eprint/44497

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