Consistent Initial Curves for Interest Rate Models

The Journal of Derivatives 2002 / 01 Vol. 9; Iss. 4

Consistent Initial Curves for Interest Rate Models

Angelini, Flavio, Herzel, Stefano
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Volume:
9
Language:
english
Journal:
The Journal of Derivatives
DOI:
10.3905/jod.2002.319182
Date:
January, 2002
File:
PDF, 967 KB
english, 2002
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