Looking Forward to Backward-Looking Rates: A Modeling...

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Looking Forward to Backward-Looking Rates: A Modeling Framework for Term Rates Replacing LIBOR

Lyashenko, Andrei, Mercurio, Fabio
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Year:
2019
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.3330240
File:
PDF, 359 KB
2019
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