Eurodollar Futures Convexity Adjustments in Stochastic...

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Eurodollar Futures Convexity Adjustments in Stochastic Volatility Models

Piterbarg, Vladimir, Renedo, Marco Antonio
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Year:
2004
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.610223
File:
PDF, 284 KB
english, 2004
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