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Interest Rate Volatility and No-Arbitrage Term Structure Models

Scott Joslin, Anh Le
Year2012
VenueSSRN Electronic Journal
Typepreprint
Citations2
DOI10.2139/ssrn.2024033
OpenAlexW4235596249

Topics

Stochastic processes and financial applicationsVolatility (finance)EconomicsArbitrageTerm (time)Yield curve