Found this code at the official WordPress Function Reference:
A simple way to get all archive-linked terms of one Taxonomy.
List all the terms, with link to term archive, separated by an interpunct (ยท):
$args = array( 'hide_empty=0' );
$terms = get_terms('my_term', $args);
if ( !empty( $terms ) && !is_wp_error( $terms ) ) {
$count = count($terms);
$i=0;
$term_list="<p class="my_term-archive">";
foreach ($terms as $term) {
$i++;
$term_list .= '<a href="' . get_term_link( $term ) . '" title="' . sprintf(__('View all post filed under %s', 'my_localization_domain'), $term->name) . '">' . $term->name . '</a>';
if ($count != $i) {
$term_list .= ' · ';
}
else {
$term_list .= '</p>';
}
}
echo $term_list;
}