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An Empirical Implementation of the Shadow Riskless Rate

Fuente: arXiv

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Bibliographic Details
Main Authors:	Lauria, Davide, Park, JiHo, Hu, Yuan, Lindquist, W. Brent, Rachev, Svetlozar T., Fabozzi, Frank J.
Format:	Preprint
Published:	2024
Subjects:	Mathematical Finance
Online Access:	Acceder al recurso
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