Li Chen

Princeton University - Department of Electrical Engineering

Princeton, NJ 08544

United States

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Quadratic Term Structure Models for Risk-Free and Defaultable Rates

Mathematical Finance, Vol. 14, No. 4, pp. 515-536, October 2004
Number of pages: 22 Posted: 21 Sep 2004
Princeton University - Department of Electrical Engineering, Ecole Polytechnique Fédérale de Lausanne and Princeton University - Department of Electrical Engineering
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