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Apr 10, 2024Keywords:
JIBAR transition interest rate markets derivative pricing Monte Carlo method Wishart process
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Navigating the JIBAR transition: Progress, impacts, readiness, and analytical insights
Mesias Alfeus
1.Department of Statistics and Actuarial Science, Faculty of Economics and Management Science, Stellenbosch University, Stellenbosch, South Africa; 2.National Institute for Theoretical and Computational Sciences, Stellenbosch, South Africa
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