Term rates, multicurve term structures and overnight rate benchmarks: a roll-over risk approach (Q6078122): Difference between revisions

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-.3934/fmf.2023009
@@ Property / DOI: 10.3934/fmf.2023009 / rank @@
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+https://doi.org/10.3934/fmf.2023009
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+W3121215229
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@@ Property / cites work @@
+A consistent stochastic model of the term structure of interest rates for multiple tenors
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@@ Property / DOI @@
+.3934/FMF.2023009
@@ Property / DOI: 10.3934/FMF.2023009 / rank @@
+Normal rank