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2. Bianchetti, M. (2010). Two curves, one price: Pricing and hedging interest rate derivatives using different yield curves for discounting and forwarding. preprint. Available at SSRN 1334356
3. Boenkost, W., & Schmidt, W. (2005). Cross currency swap valuation. Available at SSRN 1375540.
4. Brigo, D., & Mercurio, F. (2006). Interest rate models-theory and practice: With smile, inflation and credit. New York: Springer.
5. Chibane, M., & Sheldon, G. (2009). Building curves on a good basis. Available at SSRN 1394267