A permutation information theory tour through different interest rate maturities: the Libor case
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Publication:2955830
DOI10.1098/rsta.2015.0119zbMath1353.91046arXiv1509.00217OpenAlexW3122637610WikidataQ48110139 ScholiaQ48110139MaRDI QIDQ2955830
Aurelio Fernández Bariviera, Osvaldo A. Rosso, María Belén Guercio, Lisana B. Martinez
Publication date: 13 January 2017
Published in: Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1509.00217
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