Browsing Closed by Author "Schlogl, Erik"

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Browsing Closed by Author "Schlogl, Erik"

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  • Chung, In Hwan; Dun, Tim; Schlogl, Erik (Springer, 2010)
    In the lognormal forward Market model (LFM) framework, the specification for time-deterministic instantaneous volatility functions for state variable forward rates is required. In reality, only a discrete number of forward ...