Abstract
Up to this point we have studied interest models where the short-rate r is the only explanatory variable. The main advantages with such models are as follows.
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Röman, J.R.M. (2017). Heath-Jarrow-Morton. In: Analytical Finance: Volume II. Palgrave Macmillan, Cham. https://doi.org/10.1007/978-3-319-52584-6_16
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DOI: https://doi.org/10.1007/978-3-319-52584-6_16
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Publisher Name: Palgrave Macmillan, Cham
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