Spike and hike modeling for interest rate derivatives: with an application to SOFR caplets (Q6657681)
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scientific article; zbMATH DE number 7962476
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spike and hike modeling for interest rate derivatives: with an application to SOFR caplets |
scientific article; zbMATH DE number 7962476 |
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Spike and hike modeling for interest rate derivatives: with an application to SOFR caplets (English)
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6 January 2025
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