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The efficiency of the Estr overnight index swap market

Marco Realdon
Year of publication:
2024
Authors: Realdon, Marco
Subject: Affine pricing models | Delta-hedging | Estr overnight index swaps | Market-neutral arbitrage portfolios | Pricing errors | Transaction costs | Swap | Transaktionskosten | Portfolio-Management | Portfolio selection | Arbitrage | Theorie | Theory | Hedging
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