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Title: Exponential-affine diffusion term structure models : dimension, time-homogeneity, and stochastic volatility.
Author: Nunes, Joao Pedro Vidal.
Awarding Body: University of Warwick
Current Institution: University of Warwick
Date of Award: 2000
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No abstract available
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available
Keywords: Interest rates