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“Extended Black” term structure models
Marco Realdon
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Contribution to journal
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Article
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peer-review
4
Citations (Scopus)
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Economics, Econometrics and Finance
Yield Curve
100%
Yield
28%
Interest Rate
28%
Options
14%
Public Bond
14%
Finance
14%
Time Series
14%
Pricing
14%
Econometrics
14%
Sufficient Statistic
14%