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Interest rate modeling under multiple discounting curves
Muñoz, García
;
Manuel, Luis
-
Volkswirtschaftliche Fakultät, …
-
2013
pricing framework, presenting the different numeraires available and examining how the
change
of
measure
works when the …
Persistent link: https://www.econbiz.de/10011112124
Saved in:
2
Asset pricing under general collateralization
Mi, Yanhui
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011777842
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