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- v5y2001i3p369-387.html author "Brigo, Damiano and Fabio Mercurio".
- v5y2001i3p369-387.html isCitedBy Cox–Ingersoll–Ross_model.
- v5y2001i3p369-387.html issue "3".
- v5y2001i3p369-387.html journal "Finance & Stochastics".
- v5y2001i3p369-387.html pages "369–388".
- v5y2001i3p369-387.html title "A deterministic-shift extension of analytically tractable and time-homogeneous short rate models".
- v5y2001i3p369-387.html url v5y2001i3p369-387.html.
- v5y2001i3p369-387.html volume "5".
- v5y2001i3p369-387.html year "2001b".