Christoph Gerhart

Available identifiers

zbMath Open gerhart.christophMaRDI QIDQ2120600

List of research outcomes

Publication	Date of Publication	Type
Arbitrage-free Nelson-Siegel model for multiple yield curves	2022-04-01	Paper
A multiple curve Lévy swap market model	2021-06-21	Paper
Empirical analysis and forecasting of multiple yield curves	2020-11-19	Paper
Robust forecasting of multiple yield curves	2020-05-14	Paper
Multiple curve Lévy forward price model allowing for negative interest rates	2020-05-14	Paper
A multiple-curve Lévy forward rate model in a two-price economy	2018-11-14	Paper
https://portal.mardi4nfdi.de/entity/Q3186098	2016-08-08	Paper

Research outcomes over time

This page was built for person: Christoph Gerhart