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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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