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Term structure modeling of SOFR: evaluating the importance of scheduled jumps - MaRDI portal

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Term structure modeling of SOFR: evaluating the importance of scheduled jumps

From MaRDI portal
Publication:6633867

DOI10.1142/S0219024924500092MaRDI QIDQ6633867

Author name not available (Why is that?)

Publication date: 6 November 2024

Published in: (Search for Journal in Brave)




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