Liquidity risk and the term structure of interest rates
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Publication:2018551
DOI10.1007/s11579-014-0134-0zbMath1310.91140OpenAlexW3121380207MaRDI QIDQ2018551
Alexandre F. Roch, Robert A. Jarrow
Publication date: 24 March 2015
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11579-014-0134-0
Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20)
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Cites Work
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