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Simulating interest rate structure evolution on a long term horizon : a Kohonen map application

Bibliographic reference Cottrell, M. ; De Bodt, E. ; Henrion, E. F. ; Grégoire, Philippe ; Andreas, Weigend. Simulating interest rate structure evolution on a long term horizon : a Kohonen map application. In: Decision technologies for financial engineering : , World Scientific  : Singapore 1999, p. 162-174
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