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Gaussian Estimation of Single-Factor Continuous Time Models of The Term Structure of Interest Rates.In: Journal of Finance (Wiley-Blackwell), Jg. 52 (1997-09-01), Heft 4, S. 1695-1706Online academicJournalZugriff:
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In: Journal of Finance (Wiley-Blackwell), Jg. 51 (1996-12-01), Heft 5, S. 1743-1763academicJournalZugriff:
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In: Journal of Finance (Wiley-Blackwell), Jg. 63 (2008-02-01), Heft 1, S. 85-118Online academicJournalZugriff:
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In: Journal of Finance (Wiley-Blackwell), Jg. 61 (2006-12-01), Heft 6, S. 2931-2973Online academicJournalZugriff:
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In: Journal of Finance (Wiley-Blackwell), Jg. 30 (1975-06-01), Heft 3, S. 865-868academicJournalZugriff:
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In: Journal of Finance (Wiley-Blackwell), Jg. 25 (1970-03-01), Heft 1, S. 99-108academicJournalZugriff:
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In: Journal of Finance (Wiley-Blackwell), Jg. 23 (1968-12-01), Heft 5, S. 821-831academicJournalZugriff:
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In: Journal of Finance (Wiley-Blackwell), Jg. 22 (1967-03-01), Heft 1, S. 49-57academicJournalZugriff:
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In: Journal of Finance (Wiley-Blackwell), Jg. 18 (1963-03-01), Heft 1, S. 11-19academicJournalZugriff:
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In: Journal of Finance (Wiley-Blackwell), Jg. 17 (1962-09-01), Heft 3, S. 525-526academicJournalZugriff:
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In: Journal of Finance (Wiley-Blackwell), Jg. 17 (1962-05-01), Heft 2, S. 355-357academicJournalZugriff: