An empirical examination of the convexity bias in the pricing of interest rate swaps
| Year of publication: |
2000
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|---|---|
| Authors: | Gupta, A. ; Subrahmanyam, M.G. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 55.2000, 2, p. 239-280
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