Multiple curve Lévy forward price model allowing for negative interest rates
| Year of publication: |
2019
|
|---|---|
| Authors: | Eberlein, Ernst ; Gerhart, Christoph ; Grbac, Zorana |
| Published in: |
Mathematical Finance. - Wiley, ISSN 1467-9965, ZDB-ID 1481288-5. - 2019 (14.03.)
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/mafi.12210 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012095178