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~isPartOf:"Finance and economics discussion series"
~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of financial economics"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Fontana, Claudio"
~subject:"Libor rate"
~subject:"Portfolio selection"
~subject:"Yield curve"
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Fontana, Claudio
Chiarella, Carl
12
Kim, Don H.
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8
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Finance and economics discussion series
Finance and stochastics
Journal of financial economics
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematics and financial economics
1
Stochastic Processes and their Applications, 2018, 128(10): 3353-3386
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A stochastic control perspective on term structure models with roll-over risk
Fontana, Claudio
;
Pavarana, Simone
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 903-932
Persistent link: https://www.econbiz.de/10014426396
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2
Term structure modelling for multiple curves with stochastic discontinuities
Fontana, Claudio
;
Grbac, Zorana
;
Gümbel, Sandrine
; …
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 465-511
Persistent link: https://www.econbiz.de/10012253393
Saved in:
3
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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