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Journal: Mathematics, 2022
Volume: 10
Number: 4094

Article: Affine Term Structure Models: Applications in Portfolio Optimization and Change Point Detection
Authors: by Konstantinos Bisiotis, Stelios Psarakis and Athanasios N. Yannacopoulos
Link: https://www.mdpi.com/2227-7390/10/21/4094

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