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ECONIS (ZBW)
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A stochastic control perspective on term structure models with roll-over risk
Fontana, Claudio
;
Pavarana, Simone
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 903-932
Persistent link: https://www.econbiz.de/10014426396
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2
A multi-curve HJM factor model for pricing and risk management
Bienek, Tobias
;
Deelstra, Griselda
;
Lichtenstern, Andreas
; …
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1659-1675
Persistent link: https://www.econbiz.de/10014419185
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