Spanned stochastic volatility in bond markets : a reexamination of the relative pricing between bonds and bond options
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Spanned stochastic volatility in bond markets : a reexamination of the relative pricing between bonds and bond options
（BIS working papers, no. 239）
Bank for International Settlements, c2007
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Note
"Monetary and Economic Department"
"December 2007"
Includes bibliographical references (p. 37-38)
