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The relevance of the price of risk in affine term structure models /

Thesis (Ph. D.)--University of Chicago, Graduate School of Business. / Includes bibliographical references. Also available on the Internet.

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/45884964
Date January 2000
CreatorsDuarte, Jefferson.
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish

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