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A New Perspective on Gaussian Dynamic Term Structure Models.

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Bibliographic Details
Title: A New Perspective on Gaussian Dynamic Term Structure Models.
Authors: Joslin, Scott1, Singleton, Kenneth J.2, Zhu, Haoxiang3
Source: Review of Financial Studies. Mar2011, Vol. 24 Issue 3, p926-970. 45p.
Database: Business Source Ultimate
Description
ISSN:08939454
DOI:10.1093/rfs/hhq128