Affine multiple yield curve models

Christa Cuchiero, Claudio Fontana, Alessandro Gnoatto

Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

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@article{0ca11a52be84431c984a1798752927b7,

title = "Affine multiple yield curve models",

author = "Christa Cuchiero and Claudio Fontana and Alessandro Gnoatto",

year = "2019",

doi = "10.1111/mafi.12183",

language = "English",

volume = "29",

pages = "568 -- 611",

journal = "Mathematical Finance",

issn = "0960-1627",

publisher = "Wiley-Blackwell Publishing Ltd",

number = "2",

}