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Stochastic Skew in the Interest Rate Cap Market |
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| Authors: | Kwai S. Leung Hon Y. Ng Hoi Y. Wong |
| Affiliation: | 1. Kwai S. Leung is at the Division of Science and Technology, Beijing Normal University‐Hong Kong Baptist University United International College, Zhuhai, China;2. Hon Y. Ng and Hoi Y. Wong are collocated at the Department of Statistics, The Chinese University of Hong Kong, Shatin, Hong Kong |
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