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On the term structure of interest rates. (1978). Dothan, Uri L..
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:6:y:1978:i:1:p:59-69.

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  41. EXPLOSIVE BEHAVIOR IN A LOG-NORMAL INTEREST RATE MODEL. (2013). Pirjol, Dan.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
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  44. Generalized Ornstein–Uhlenbeck process by Doob’s theorem and the time evolution of financial prices. (2013). Figueiredo, Annibal ; de Castro, Marcio T. ; Mendes, Fabio M. ; da Fonseca, Regina C. B., .
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    In: Melbourne Institute Working Paper Series.
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  81. Testing for a Level Effect in Short-Term Interest Rates. (2004). Suardi, Sandy ; Henry, Ólan.
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  82. Nonparametric Methods in Continuous-Time Finance: A Selective Review. (2003). Hong, Yongmiao ; CAI, ZONGWU.
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  83. Quasi-maximum likelihood estimates of Kiwi short-term interest rate. (2003). Treepongkaruna, Sirimon.
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  88. The volatility of Japanese interest rates: evidence for Certificate of Deposit and Gensaki rates. (2002). Nowman, Ben K..
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  89. An Evaluation of Multi-Factor CIR Models Using LIBOR, Swap Rates, and Cap and Swaption Prices. (2001). Jagannathan, Ravi ; Kaplin, Andrew ; Sun, Steve Guoqiang.
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  90. Análisis de las relaciones entre el tipo de interés a corto plazo y su incertidumbre en Alemania, España y Suiza. (2001). Iglesias, Emma ; Arranz, Matilde ; PREZ, ARRANZ M..
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  92. Futures market equilibrium with heterogeneity and a spot market at harvest. (2001). Fouda, Henri ; To, Minh Chau ; Kryzanowski, Lawrence.
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