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Journal: Risks, 2016
Volume: 4
Number: 18
Article:
Consistent Re-Calibration of the Discrete-Time Multifactor Vasiček Model
Authors:
by
Philipp Harms, David Stefanovits, Josef Teichmann and Mario V. Wüthrich
Link:
https://www.mdpi.com/2227-9091/4/3/18
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