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Platen, Eckhard

  1. Real-world models for multiple term structures: a unifying HJM semimartingale framework
    2024/11/04 by Fontana, Claudio, Platen, Eckhard, Tappe, Stefan · 1 citation
    #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Probability (math.PR)