Unspanned stochastic volatility and fixed income derivatives pricing
Year of publication: |
2005
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Authors: | Casassus, Jaime ; Collin-Dufresne, Pierre ; Goldstein, Bob |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 29.2005, 11, p. 2723-2750
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