In search of the convexity adjustment: Evidence from the sterling futures and IMM FRA markets
| Year of publication: |
2008
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|---|---|
| Authors: | Poskitt, Russell |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 28.2008, 7, p. 617-633
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