Term structure modelling for multiple curves with stochastic discontinuities (Q2308181)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Term structure modelling for multiple curves with stochastic discontinuities |
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Term structure modelling for multiple curves with stochastic discontinuities (English)
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25 March 2020
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HJM model
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semimartingale
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affine process
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NAFLVR
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large financial market
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