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Search: subject:"Heath–Jarrow–Morton"
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Yield curve
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ECONIS (ZBW)
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RePEc
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EconStor
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Inferring future volatility from the information in implied volatility in Eurodollar options : a new approach
Amin, Kaushik I.
- In:
The review of financial studies
10
(
1997
)
2
,
pp. 333-367
Persistent link: https://www.econbiz.de/10001220589
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