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On Finite-dimensional Term Structure models

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References

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2000Exponential-Polynomial Families and the Term Structure of Interest Rates66 cited
2001Are Interest Rate Derivatives Spanned by the Term Structure of Interest Rates?47 cited
2000Stochastic invariance and consistency of financial models24 cited

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2006ON FINITE DIMENSIONAL REALIZATIONS FOR THE TERM STRUCTURE OF FUTURES PRICES17 cited

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