Parsimonious HJM modelling for multiple yield curve dynamics
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Publication:2879021
DOI10.1080/14697688.2013.829242zbMath1294.91181arXiv1011.0828OpenAlexW2055406088MaRDI QIDQ2879021
Andrea Pallavicini, Nicola Moreni
Publication date: 5 September 2014
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1011.0828
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