The compatibility of one-factor market models in caps and swaptions markets: Evidence from their dynamic hedging performance
| Year of publication: |
2008
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|---|---|
| Authors: | An, Yunbi ; Suo, Wulin |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 28.2008, 2, p. 109-130
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