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  4. A Two-Factor HJM Interest Rate Model for Use in Asset Liability Management
 
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2011
Book Article
Title

A Two-Factor HJM Interest Rate Model for Use in Asset Liability Management

Author(s)
Acar, S.K.
Korn, R.
Natcheva-Acar, K.
Wenzel, J.
Mainwork
Asset and Liability Management Handbook  
Language
English
Fraunhofer-Institut für Techno- und Wirtschaftsmathematik ITWM  
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