"Interest Rate Volatility and No-Arbitrage Affine Term Structure Models."

Scott Joslin, Anh Le (2021)

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DOI: 10.1287/MNSC.2020.3858

access: closed

type: Journal Article

metadata version: 2022-01-21

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Scott Joslin, Anh Le:
Interest Rate Volatility and No-Arbitrage Affine Term Structure Models. Manag. Sci. 67(12): 7391-7416 (2021)

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