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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 84, 2012 - Issue 5-6: The Mark H.A. Davis festschrift: stochastics, control and finance
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Original Articles

Rational term structure models with geometric Lévy martingales

, &
Pages 719-740 | Received 09 Dec 2010, Accepted 26 Apr 2012, Published online: 25 Jun 2012

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