Spanned Stochastic Volatility In Bond Markets A Reexamination Of The Relative Pricing Between Bonds And Bond Options December 2007.pdf

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Title Spanned stochastic volatility in bond markets: a reexamination of the relative pricing between bonds and bond options, December 2007
File Name work239?noframes=1.pdf - 536.59 KB
Pages 40 pages
Owner bis.org
Author Don H Kim
Creation date 17 years ago
Nb of downloads 90

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