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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The journal of futures markets"
~person:"An, Yunbi"
~subject:"Option pricing theory"
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Discussion paper / Centre for Economic Policy Research
The journal of finance : the journal of the American Finance Association
The journal of futures markets
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The compatibility of one-factor market models in caps and swaptions markets : evidence from their dynamic hedging performance
An, Yunbi
;
Suo, Wulin
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 109-130
Persistent link: https://www.econbiz.de/10003647668
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