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Differential Equation Model For Yield Curves
(and reasonable) values at infinity and zero. See [17]. Reasonable here wil l mean interest rates that ... it will not have a finite value at infinity. See [17]. II Sieqel's t runcated model of yield curves ...- Authors: Steven Craighead
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Asset modeling; Technology & Applications>Analytics and informatics