SOFR term structure dynamics—Discontinuous short rates and stochastic volatility forward rates

Fuente: Wiley Open Access

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Bibliographic Details
Main Authors:	Alan Brace, Karol Gellert, Erik Schlögl
Format:	Artículo Open Access
Published:	Wiley 2024
Subjects:	Journal of Futures Markets
Online Access:	Acceder al recurso
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