Implications of implicit credit spread volatilities on interest rate modelling
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Publication:1694952
DOI10.1016/J.EJOR.2017.06.003zbMath1380.91137OpenAlexW2607373759MaRDI QIDQ1694952
Publication date: 6 February 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2017.06.003
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Cites Work
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