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Re-specification of Affine Term Structure Models: The Linkage to Empirical Investigations
Applied Mathematical Finance, 2014Xinfu Chen
exaly
A NOTE ON THE DAI-SINGLETON CANONICAL REPRESENTATION OF AFFINE TERM STRUCTURE MODELS*
Mathematical Finance, 2010Patrick Cheridito, Robert L Kimmel
exaly
Compound and exchange options in the affine term structure model
Applied Mathematical Finance, 1996exaly