Interest rate swaps: a comparison of compounded daily versus discrete reference rates
Crossref DOI link: https://doi.org/10.1007/s11147-022-09191-1
Published Online: 2022-09-26
Published Print: 2023-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Jarrow, Robert
Li, Siguang http://orcid.org/0000-0003-1371-7257
Text and Data Mining valid from 2022-09-26
Version of Record valid from 2022-09-26
Article History
Accepted: 30 August 2022
First Online: 26 September 2022
Declarations
:
: None.