Identifying Term Structure Volatility from the LIBOR-Swap Curve
| Year of publication: |
2013
|
|---|---|
| Authors: | Thompson, Samuel |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 21.2013, 2 (8.5.), p. 819-818
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