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The geometry of multi-curve interest rate models

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Fontana, Claudio, Lanaro, Giacomo, Murgoci, Agatha
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Mathematical Finance 60H15, 91G30
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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