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Term Structure of Interest Rates and Implied Market Frictions: The Min–Max Approach - MaRDI portal

Term Structure of Interest Rates and Implied Market Frictions: The Min–Max Approach (Q3114861)

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Term Structure of Interest Rates and Implied Market Frictions: The Min–Max Approach
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    Term Structure of Interest Rates and Implied Market Frictions: The Min–Max Approach (English)
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    19 February 2012
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    arbitrage term structure
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    interest rates
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    implied market functions
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    min-max
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