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Multiple yield curve modelling with CBI processes
Fontana, Claudio
;
Gnoatto, Alessandro
;
Szulda, Guillaume
- In:
Mathematics and financial economics
15
(
2021
)
3
,
pp. 579-610
Persistent link: https://www.econbiz.de/10012586190
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CBI-time-changed Lévy processes
Fontana, Claudio
;
Gnoatto, Alessandro
;
Szulda, Guillaume
-
2022
Persistent link: https://www.econbiz.de/10013347447
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