Montgomery, T., & Backwell, A. (2022). An application of short rate modelling involving roll-over risk to caplet pricing. Department of Finance and Tax.
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Chicago Style (17th ed.) Citation
Montgomery, Thomas, and Alex Backwell. An Application of Short Rate Modelling Involving Roll-over Risk to Caplet Pricing. Department of Finance and Tax, 2022.
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MLA (9th ed.) Citation
Montgomery, Thomas, and Alex Backwell. An Application of Short Rate Modelling Involving Roll-over Risk to Caplet Pricing. Department of Finance and Tax, 2022.
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Warning: These citations may not always be 100% accurate.