Interest Rates Benchmark Reform and Options Markets-Reference-Cited by-同舟云学术

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Interest Rates Benchmark Reform and Options Markets

Published:2020 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Piterbarg Vladimir

Publisher

Elsevier BV

Reference19 articles.

1. Markovian projection onto a displaced diffusion: Generic formulas with applications;A Antonov;International Journal of Theoretical and Applied Finance,2009

2. LCH targets hardwired pre-cessation triggers;H Bartholomew;Risk.net,2020

Cited by 3 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

1. Term structure modeling with overnight rates beyond stochastic continuity;Mathematical Finance;2023-08-18

2. Derivative pricing with two collateral rates;SSRN Electronic Journal;2021

3. No Fear of Discounting - How to Manage the Transition from EONIA to €STR;SSRN Electronic Journal;2020

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