Abstract
In Chapter 10 the price of a discount bond at t = nh with maturity T = Nh was expressed as
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© 2003 Springer Science+Business Media New York
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Kariya, T., Liu, R.Y. (2003). The HJM Model for Bonds and Its Applications. In: Asset Pricing. Springer, Boston, MA. https://doi.org/10.1007/978-1-4419-9230-7_11
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DOI: https://doi.org/10.1007/978-1-4419-9230-7_11
Publisher Name: Springer, Boston, MA
Print ISBN: 978-1-4613-4849-8
Online ISBN: 978-1-4419-9230-7
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