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"On swap rate dynamics: to freeze or not to freeze?"

R. M. Gaspar, Rita Pimentel (2017)

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DOI: 10.1080/00207160.2016.1247441

access: closed

type: Journal Article

metadata version: 2022-05-25

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R. M. Gaspar, Rita Pimentel:
On swap rate dynamics: to freeze or not to freeze? Int. J. Comput. Math. 94(11): 2208-2222 (2017)

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