Derivative Pricing for a Multi-curve Extension of the Gaussian, Exponentially Quadratic Short Rate Model

Author:

Grbac Zorana,Meneghello Laura,Runggaldier Wolfgang J.

Publisher

Springer International Publishing

Reference29 articles.

Cited by 8 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

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