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"Hysteresis effects under CIR interest rates."

José Carlos Dias, Mark B. Shackleton (2011)

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DOI: 10.1016/J.EJOR.2010.12.021

access: closed

type: Journal Article

metadata version: 2020-02-21

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José Carlos Dias, Mark B. Shackleton:
Hysteresis effects under CIR interest rates. Eur. J. Oper. Res. 211(3): 594-600 (2011)

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