Closed form equilibrium evaluation of interest rate caps...

Closed form equilibrium evaluation of interest rate caps and related derivatives in a real business cycle setting

Tvedt, Jostein
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Volume:
23
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/1350486X.2016.1243012
Date:
July, 2016
File:
PDF, 1.59 MB
english, 2016
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