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Article
Title:
The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence
Authors:
Francis Longstaff
(
UCLA
)
Pedro Santa Clara
(
UCLA
)
Eduardo Schwartz
(
UCLA
)
Journal:
Journal of Finance
Year:
2001
Volume:
56
Pages:
2067-2109
JEL code:
G12 - Asset Pricing; Trading volume; Bond Interest Rates
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