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A penny saved is a penny earned : less expensive zero coupon bonds
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
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2016
Persistent link: https://www.econbiz.de/10011778099
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Calibration to FX triangles of the 4/2 model under the benchmark approach
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
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2021
Persistent link: https://www.econbiz.de/10013347384
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Cross-currency Heath-Jarrow-Morton framework in the multiple-curve setting
Gnoatto, Alessandro
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Lavagnini, Silvia
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2023
Persistent link: https://www.econbiz.de/10014443581
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Calibration to FX triangles of the 4/2 model under the benchmark approach
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Decisions in economics and finance : a journal of …
45
(
2022
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10013380525
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