Short-Rate Derivatives in a Higher-for-Longer Environment

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Bibliographic Details
Main Authors:	Karakhanyan, Aram, Konstantopoulos, Takis, Lorig, Matthew, Samutichev, Evgenii
Format:	Preprint
Published:	2025
Subjects:	Mathematical Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2502.21252