Andrew Kaplin

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices
Journal of Econometrics
2003-08-07Paper


Research outcomes over time


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