Multi-curve HJM modelling for risk management (Q4554439)
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scientific article; zbMATH DE number 6979478
Language | Label | Description | Also known as |
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English | Multi-curve HJM modelling for risk management |
scientific article; zbMATH DE number 6979478 |
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Multi-curve HJM modelling for risk management (English)
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14 November 2018
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multiple-curve
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scenario generation
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