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Cross-Currency Basis Swaps Referencing Backward-Looking Rates

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Ding, Yining, Liu, Ruyi, Rutkowski, Marek
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Mathematical Finance 60H10, 60H30, 91G30, 91G40
Accesso online:	Acceder al recurso
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