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~isPartOf:"Journal of financial economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"NBER Working Paper"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Grasselli, Martino"
~person:"Klingler, Sven"
~subject:"Interest rate derivative"
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Journal of financial economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
NBER Working Paper
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Journal of economic dynamics & control
2
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1
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Life after LIBOR
Klingler, Sven
;
Syrstad, Olav
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 783-801
Persistent link: https://www.econbiz.de/10013259828
Saved in:
2
A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
-
2017
Persistent link: https://www.econbiz.de/10011778187
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