"Common Forward Rate Volatility."

Victor Goodman, Kyounghee Kim (2010)

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DOI: 10.1137/090750676

access: closed

type: Journal Article

metadata version: 2017-05-17

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Victor Goodman, Kyounghee Kim:
Common Forward Rate Volatility. SIAM J. Financial Math. 1(1): 212-229 (2010)

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