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Interest-Rate Modeling in Collateralized Markets: Multiple Curves and Credit-Liquidity Effects
Bormetti, Giacomo, Brigo, Damiano, Francischello, Marco, Pallavicini, AndreaYear:
2015
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2638229
File:
PDF, 553 KB
english, 2015