Person:6166216
From MaRDI portal
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 |
|---|---|---|
| Term structure modeling of SOFR: evaluating the importance of scheduled jumps International Journal of Theoretical and Applied Finance | 2024-11-06 | Paper |
| Decomposing LIBOR in transition: evidence from the futures markets Quantitative Finance | 2023-08-02 | Paper |
Research outcomes over time
This page was built for person: