Rational multi-curve models with counterparty-risk valuation adjustments
Author:
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/14697688.2015.1095348
Reference48 articles.
1. A heat kernel approach to interest rate models
2. Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
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