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Dynamic Derivative Strategies with Stochastic Interest Rates and Model Uncertainty
Escobar, Marcos, Ferrando, Sebastian, Rubtsov, AlexeyLanguage:
english
Journal:
Journal of Economic Dynamics and Control
DOI:
10.1016/j.jedc.2017.09.007
Date:
October, 2017
File:
PDF, 2.00 MB
english, 2017