Interest rate convexity in a Gaussian framework

Fuente: arXiv

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Bibliographic Details
Main Authors:	Jacquier, Antoine, Oumgari, Mugad
Format:	Preprint
Published:	2023
Subjects:	Pricing of Securities Probability 60G15, 91-10
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2307.14218