Skip to Main content Skip to Navigation
Journal articles

A general HJM framework for multiple yield curve modeling

Document type :
Journal articles
Complete list of metadatas

https://hal.archives-ouvertes.fr/hal-01361770
Contributor : Serena Benassù <>
Submitted on : Wednesday, September 7, 2016 - 3:16:51 PM
Last modification on : Friday, March 27, 2020 - 4:01:21 AM

Identifiers

  • HAL Id : hal-01361770, version 1

Citation

Christa Cuchiero, Claudio Fontana, Alessandro Gnoatto. A general HJM framework for multiple yield curve modeling. Finance and Stochastics, Springer Verlag (Germany), 2016, 20 (2), pp.267-320. ⟨hal-01361770⟩

Share

Metrics

Record views

217