Yield Curves with Jump Short Rates
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Bibliographic InfoPaper provided by Birkbeck, Department of Economics, Mathematics & Statistics in its series Archive Working Papers with number 023.
Date of creation: Aug 1996
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- Lioui, Abraham, 1998. "Currency risk hedging: Futures vs. forward," Journal of Banking & Finance, Elsevier, vol. 22(1), pages 61-81, January.
- Björk, T. & Kabanov, Y. & Runggaldier, W., 1995. "Bond markets where prices are driven by a general marked point process," Working Paper Series in Economics and Finance 88, Stockholm School of Economics.
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