ADMISSIBILITY OF GENERIC MARKET MODELS OF FORWARD SWAP RATES
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Publication:2927948
DOI10.1111/mafi.12001zbMath1314.91213OpenAlexW1870008788MaRDI QIDQ2927948
Publication date: 5 November 2014
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/mafi.12001
Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20) Auctions, bargaining, bidding and selling, and other market models (91B26)
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