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Model Uncertainty, Bond Pricing, and the nonrobustness of Affine Term Structures,

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abstract
   
type working paper (English)
   
keywords
   
date of appearance 15-4-2003
review not reviewed
   
citation Gagliardini, P., Porchia, P., & Trojani, F. (2003). Model Uncertainty, Bond Pricing, and the nonrobustness of Affine Term Structures,.