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arxiv: 1404.6190 · v2 · pith:U6ZZSC4Inew · submitted 2014-04-24 · 💱 q-fin.PR · math.PR

Polynomial Term Structure Models

Si Cheng , Michael R. Tehranchi This is my paper
classification 💱 q-fin.PR math.PR
keywords polynomialarticleclassdiscussformmodelmodelsstructure
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This article discuss a class of tractable model in the form of polynomial type.

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