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FEDERAL RESERVE BANK OF SAN FRANCISCO WORKING PAPER SERIES The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models Jens H. E. Christensen
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Document Date: 2013-05-25 23:54:04
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FEDERAL RESERVE BANK OF SAN FRANCISCO WORKING PAPER SERIES The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models Jens H. E. Christensen