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Cross-Currency Heath-Jarrow-Morton Framework in the Multiple-Curve Setting

Fuente: arXiv

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Bibliographic Details
Main Authors:	Gnoatto, Alessandro, Lavagnini, Silvia
Format:	Preprint
Published:	2023
Subjects:	Pricing of Securities Portfolio Management 91G30, 91B24, 91B70
Online Access:	Acceder al recurso
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