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Article Dans Une Revue Mathematics and Financial Economics Année : 2021

Multiple yield curve modelling with CBI processes

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hal-04056634 , version 1 (03-04-2023)

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Claudio Fontana, Alessandro Gnoatto, Guillaume Szulda. Multiple yield curve modelling with CBI processes. Mathematics and Financial Economics, 2021, 15 (3), pp.579-610. ⟨10.1007/s11579-020-00289-4⟩. ⟨hal-04056634⟩
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