A general HJM framework for multiple yield curve modelling
Crossref DOI link: https://doi.org/10.1007/s00780-016-0291-5
Published Online: 2016-02-19
Published Print: 2016-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Cuchiero, Christa
Fontana, Claudio
Gnoatto, Alessandro
Text and Data Mining valid from 2016-02-19