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    On the behavior of the long term rate in a no arbitrage framework

    Geman, Helyette and Nicole, El-K. and Frachot, A. (1997) On the behavior of the long term rate in a no arbitrage framework. Review of Derivatives Research 1 , pp. 351-369. ISSN 1380-6645.

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    Item Type: Article
    School: School of Business, Economics & Informatics > Economics, Mathematics and Statistics
    Depositing User: Sarah Hall
    Date Deposited: 15 Jun 2020 15:11
    Last Modified: 15 Jun 2020 15:11
    URI: https://eprints.bbk.ac.uk/id/eprint/32265

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