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RBA Annual Conference – 2017
Equation
D
τ
(
t
)
=
D
τ
(
τ
)
(
e
R
(
t
−
τ
)
−
e
R
T
(
e
R
(
t
−
τ
)
−
1
)
e
R
T
−
1
)
i
f
τ
≤
t
≤
τ
+
T
=
0
otherwise
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