A Model of the Convenience Yields in On-the-Run Treasuries
| Year of publication: |
2004
|
|---|---|
| Authors: | Cherian, Joseph A. ; Jacquier, Eric ; Jarrow, Robert A. |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 7.2004, 2, p. 79-98
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