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Peter Vlaar

Identifiers

  • name variant Peter Vlaar 0.60 · backfill

Papers (1)

  1. Multivariate Feller conditions in term structure models: Why do(n't) we care? q-fin.ST · 2008 · author #3

Mentions

  • 0804.1039 #3 · backfill · confidence 0.70 Peter Vlaar

Frequent Coauthors