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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
Term structure modeling of SOFR: evaluating the importance of scheduled jumps
International Journal of Theoretical and Applied Finance
2024-11-06Paper
Decomposing LIBOR in transition: evidence from the futures markets
Quantitative Finance
2023-08-02Paper


Research outcomes over time


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