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- W3121242015 abstract "The consistent finding in papers that estimate the interest rate diffusion function is that interest rate volatility is an increasing function of the spot rate. This paper introduces and implements regression tests of monotonic diffusion functions using an implied volatility proxy for objective volatility." @default.
- W3121242015 created "2021-02-01" @default.
- W3121242015 creator A5037576223 @default.
- W3121242015 date "1999-06-01" @default.
- W3121242015 modified "2023-09-27" @default.
- W3121242015 title "Option-Based Tests of Interest Rate Diffusion Functions" @default.
- W3121242015 hasPublicationYear "1999" @default.
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