Analysis of drawdowns and drawups in the US$ interest-rate market
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Publication:3437385
DOI10.1080/14697680600680555zbMath1134.91555MaRDI QIDQ3437385
Riccardo Rebonato, Valerio Gaspari
Publication date: 9 May 2007
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697680600680555
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