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An empirical examination of the convexity bias in the pricing of interest rate swaps

✍ Scribed by Anurag Gupta; Marti G. Subrahmanyam

Book ID: 114221685
Publisher: Elsevier Science
Year: 2000
Tongue: English
Weight: 439 KB
Volume: 55
Category: Article
ISSN: 0304-405X
DOI: 10.1016/s0304-405x(99)00051-3

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