Dynamic term structure models for SOFR futures
Year of publication: |
2021
|
---|---|
Authors: | Skov, Jacob Bjerre ; Skovmand, David |
Published in: |
Journal of Futures Markets. - Wiley, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 41.2021, 10 (15.07.), p. 1520-1544
|
Publisher: |
Wiley |
Saved in:
Online Resource
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