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Discussion paper b{263 on the stability of log-normal interest rate models and the pricing of eurodollar futures... As a consequence such models cannot price one of the most widely used hedging instrument on the Euromoney market, namely the Eurofuture contract....
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A note on the stability of lognormal interest rate models and the pricing of eurodollar futures... As a consequence, such models cannot price one of the most widely used hedging instruments on the Euromoney market, namely the Eurodollar futures contract....

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