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Alfeus, Mesias

  1. A Consistent Stochastic Model of the Term Structure of Interest Rates for Multiple Tenors
    2018/09/18 by Alfeus, Mesias, Grasselli, Martino, Schlögl, Erik · 1 citation
    #FOS: Economics and business #Mathematical Finance (q-fin.MF) #Pricing of Securities (q-fin.PR)