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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
