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Cuchiero, Christa's
Scholarly Papers
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Total Downloads
340 |
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Citations
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Cuchiero, Christa affiliation not provided to SSRN Filipovic, Damir Ecole Polytechnique Fédérale de Lausanne Mayerhofer, Eberhard Deutsche Bundesbank, Research Centre Teichmann, Josef Vienna University of Technology
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04 Oct 09
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Last Revised:
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08 Mar 11
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340
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affine process, stochastic correlation, term structure
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