Christoph Gerhart
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Person:2120600
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Arbitrage-free Nelson-Siegel model for multiple yield curves Mathematics and Financial Economics | 2022-04-01 | Paper |
| A multiple curve Lévy swap market model Applied Mathematical Finance | 2021-06-21 | Paper |
| Empirical analysis and forecasting of multiple yield curves Insurance Mathematics & Economics | 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 Mathematical Finance | 2020-05-14 | Paper |
| A multiple-curve Lévy forward rate model in a two-price economy Quantitative Finance | 2018-11-14 | Paper |
| scientific article; zbMATH DE number 6610053 (Why is no real title available?) | 2016-08-08 | Paper |
Research outcomes over time
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