Vicente Mataix-Pastor

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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!

PublicationDate of PublicationType
Arbitrage-free interpolation of the swap curve
International Journal of Theoretical and Applied Finance
2010-01-08Paper
Negative Libor rates in the swap market model
Finance and Stochastics
2007-12-16Paper


Research outcomes over time


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