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"A general HJM framework for multiple yield curve modelling."

Christa Cuchiero, Claudio Fontana, Alessandro Gnoatto (2016)

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DOI: 10.1007/S00780-016-0291-5

access: closed

type: Journal Article

metadata version: 2020-07-22

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  - https://dblp.org/rec/journals/fs/CuchieroFG16
Christa Cuchiero, Claudio Fontana, Alessandro Gnoatto:
A general HJM framework for multiple yield curve modelling. Finance Stochastics 20(2): 267-320 (2016)

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