Funder
Seventh Framework Programme
Subject
Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering
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4. Do bonds span volatility risk in the U.S. treasury market? A specification test for affine term structure models;Andersen;The Journal of Finance,2010
5. Closed form pricing of FX options under stochastic rates and volatility;Andreasen;International Journal of Theoretical and Applied Finance,2007
Cited by
28 articles.
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