A contingent claim analysis of a rate-setting financial intermediary
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- Michael J. Fleming & Eli M. Remolona, 1997.
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- Michael J. Fleming & Eli M. Remolona, 1997. "What moves the bond market?," Research Paper 9706, Federal Reserve Bank of New York.
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- Rubinstein, Mark, 1983. " Displaced Diffusion Option Pricing," Journal of Finance, American Finance Association, vol. 38(1), pages 213-217, March.
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