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- W2044796150 abstract "An extension of the Heath–Jarrow–Morton model for the development of instantaneous forward interest rates with deterministic coefficients and Gaussian as well as Lévy field noise terms is given. In the special case where the Lévy field is absent, one recovers a model discussed by D.P. Kennedy." @default.
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- W2044796150 date "2004-12-01" @default.
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- W2044796150 title "A model of the term structure of interest rates based on Lévy fields" @default.
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