Subject
Economics and Econometrics,Finance
Cited by
4 articles.
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1. A Linear-Rational Multi-Curve Term Structure Model with Stochastic Spread;SSRN Electronic Journal;2022
2. THE POTENTIAL APPROACH IN PRACTICE;International Journal of Theoretical and Applied Finance;2018-05
3. THE MULTI-CURVE POTENTIAL MODEL;International Journal of Theoretical and Applied Finance;2015-11
4. The Multi-Curve Potential Model;SSRN Electronic Journal;2014