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scientific article
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scientific article

    Statements

    author
    Thomas Björk
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    Camilla Landén
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    publication date
    3 April 2002
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    zbMATH Keywords
    term structure
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    futures price
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    forward price
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    options
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    jump-diffusion model
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    affine term structure
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    Identifiers

    zbMATH DE Number
    1724292
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