Term structure modelling for multiple curves with stochastic discontinuities
Crossref DOI link: https://doi.org/10.1007/s00780-020-00416-5
Published Online: 2020-02-14
Published Print: 2020-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Fontana, Claudio
Grbac, Zorana
Gümbel, Sandrine
Schmidt, Thorsten
Text and Data Mining valid from 2020-02-14
Version of Record valid from 2020-02-14
Article History
Received: 23 October 2018
Accepted: 17 September 2019
First Online: 14 February 2020