"A portfolio-based evaluation of affine term structure models."

Andrea Beltratti, Paolo Colla (2007)

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DOI: 10.1007/S10479-006-0134-4

access: closed

type: Journal Article

metadata version: 2023-09-30

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Andrea Beltratti, Paolo Colla:
A portfolio-based evaluation of affine term structure models. Ann. Oper. Res. 151(1): 193-222 (2007)

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