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The Journal of Fixed Income

The Journal of Fixed Income

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Primary Article

Discrete-Time Versions of Continuous-Time Interest Rate Models

Steven L Heston
The Journal of Fixed Income Fall 1995, 5 (2) 86-88; DOI: https://doi.org/10.3905/jfi.1995.408142
Steven L Heston
An assistant professor at John M. Olin School of Business at Washington University in St. Louis, Missouri
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The Journal of Fixed Income
Vol. 5, Issue 2
Fall 1995
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Discrete-Time Versions of Continuous-Time Interest Rate Models
Steven L Heston
The Journal of Fixed Income Sep 1995, 5 (2) 86-88; DOI: 10.3905/jfi.1995.408142

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Discrete-Time Versions of Continuous-Time Interest Rate Models
Steven L Heston
The Journal of Fixed Income Sep 1995, 5 (2) 86-88; DOI: 10.3905/jfi.1995.408142
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