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Please use this identifier to cite or link to this item: http://hdl.handle.net/10086/28986

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Title: A Term Structure Model of Interest Rates with Quadratic Volatility
Authors: TAKAMIZAWA, Hideyuki  
Issue Date: 9-Dec-2017
Publisher: Hitotsubashi University Center for Financial Research
Physical Description: 52 p.
Series/Report no.: Working Paper Series ; No. G-1-18
Description: This draft: December 9, 2017
Language: eng
Text Version: publisher
Appears in Collections:Working Paper Series / Hitotsubashi University Center for Financial Research

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