On Finite Dimensional HJM Representations

Peter Mikkelsen
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Peter Mikkelsen: Department of Finance, Aarhus School of Business, Postal: Fuglesangs Allé 4, 8210 Aarhus V, Denmark

No 01-8, Finance Working Papers from University of Aarhus, Aarhus School of Business, Department of Business Studies

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Keywords: HJM; Non-linear Factor models (search for similar items in EconPapers)
Pages: 29 pages
Date: 2001-05-21
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