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~isPartOf:"Interest rate futures : concepts and issues"
~isPartOf:"Report / Erasmus Center for Financial Research, Erasmus University"
~isPartOf:"The journal of computational finance"
~subject:"Arbitrage"
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Interest rate futures : concepts and issues
Report / Erasmus Center for Financial Research, Erasmus University
The journal of computational finance
The journal of futures markets
9
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A simple approximation for the no-arbitrage drifts in Libor market model–SABR-family interest-rate models
Rebonato, Riccardo
- In:
The journal of computational finance
19
(
2015
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10011480695
Saved in:
2
Is there LIF(F)E after DTB?
Kofman, Paul
;
Bouwman, Tony
;
Moser, James T.
-
1994
Persistent link: https://www.econbiz.de/10000912206
Saved in:
3
Volatility patterns and spillovers in bund futures
Franses, Philip Hans
(
contributor
)
-
1994
Persistent link: https://www.econbiz.de/10000912208
Saved in:
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