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~isPartOf:"Discussion paper / B"
~isPartOf:"Finance and stochastics"
~person:"Gnoatto, Alessandro"
~subject:"HJM model"
~subject:"Interest rate derivative"
~subject:"Optionspreistheorie"
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A general HJM framework for multiple yield curve modelling
Cuchiero, Christa
;
Fontana, Claudio
;
Gnoatto, Alessandro
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 267-320
Persistent link: https://www.econbiz.de/10011470672
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