VOLATILITY STRUCTURES OF FORWARD RATES AND THE DYNAMICS OF THE TERM STRUCTURE1
- 1 January 1995
- journal article
- Published by Wiley in Mathematical Finance
- Vol. 5 (1) , 55-72
- https://doi.org/10.1111/j.1467-9965.1995.tb00101.x
Abstract
No abstract availableKeywords
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