The Dynamics of Short-Term Interest Rate Volatility Reconsidered
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Publication:4798670
DOI10.1023/A:1009714314989zbMath1029.91513MaRDI QIDQ4798670
Kees G. Koedijk, François Nissen, Peter C. Schotman, Christian C. P. Wolff
Publication date: 12 March 2003
Published in: Review of Finance (Search for Journal in Brave)
Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20)
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