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Funding liquidity, debt tenor structure, and creditor’s belief : an exogenous dynamic debt run model
Liang, Gechun; Lütkebohmert, Eva; Wei, Wei - In: Mathematics and financial economics 9 (2015) 4, pp. 271-302
Persistent link: https://www.econbiz.de/10011378101
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Arbitrage-free Nelson-Siegel model for multiple yield curves
Brignone, Riccardo; Gerhart, Christoph; Lütkebohmert, Eva - In: Mathematics and financial economics 16 (2022) 2, pp. 239-266
Persistent link: https://www.econbiz.de/10013167786
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On intermediate marginals in martingale optimal transportation
Sester, Julian - In: Mathematics and financial economics 17 (2023) 4, pp. 615-654
Persistent link: https://www.econbiz.de/10014447754