On the behavior of the long term rate in a no arbitrage framework
Geman, Helyette and Nicole, El-K. and Frachot, A. (1997) On the behavior of the long term rate in a no arbitrage framework. Review of Derivatives Research 1 , pp. 351-369. ISSN 1380-6645.
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Item Type: | Article |
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School: | School of Business, Economics & Informatics > Economics, Mathematics and Statistics |
Depositing User: | Sarah Hall |
Date Deposited: | 15 Jun 2020 15:11 |
Last Modified: | 15 Jun 2020 15:11 |
URI: | https://eprints.bbk.ac.uk/id/eprint/32265 |
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