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Arbitrage-free multifactor term structure models: a theory based on stochastic control Andrea Gombani ISIB-CNR ∗ Wolfgang J. Runggaldier Dipartimento di Matematica Pura ed Applicata
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Document Date: 2011-09-19 08:37:52
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Arbitrage-free multifactor term structure models: a theory based on stochastic control Andrea Gombani ISIB-CNR ∗ Wolfgang J. Runggaldier Dipartimento di Matematica Pura ed Applicata