A JOINT EMPIRICAL AND THEORETICAL INVESTIGATION OF THE MODES OF DEFORMATION OF SWAPTION MATRICES: IMPLICATIONS FOR MODEL CHOICE
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Publication:3022072
DOI10.1142/S0219024902001651zbMath1108.91326MaRDI QIDQ3022072
Riccardo Rebonato, Mark S. Joshi
Publication date: 22 June 2005
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
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