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Nonlinear term structure dependence: Copula functions, empirics, and risk implications

, , and . Journal of Banking & Finance, 30 (4): 1171--1199 (April 2006)

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Finite approximation schemes for Lévy?processes, and their application to optimal stopping problems, and . Stochastic Processes and their Applications, 117 (10): 1422--1447 (October 2007)Nonlinear term structure dependence: Copula functions, empirics, and risk implications, , and . Journal of Banking & Finance, 30 (4): 1171--1199 (April 2006)