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Federal Reserve Bank of Atlanta
FRB Atlanta Working Paper
Generalized method of moments estimation of Heath-Jarrow-Morton models of interest-rate contingent claims
Peter A. Abken
Hugh Cohen
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Peter A. Abken & Hugh Cohen, Generalized method of moments estimation of Heath-Jarrow-Morton models of interest-rate contingent claims, Federal Reserve Bank of Atlanta, FRB Atlanta Working Paper 94-8, 1994.
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Keywords: Interest rates
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