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Title:

A Multi-Curve HJM Factor model for pricing and risk management

Document type:
Zeitschriftenaufsatz
Author(s):
Bienek T., Deelstra G., Lichtenstern A. and Zagst R.
Non-TUM Co-author(s):
ja
Cooperation:
-
Journal title:
Quantitative Finance
Year:
2023
Journal volume:
Vol. 23
Journal issue:
No. 11
Pages contribution:
1659–1675
Fulltext / DOI:
doi:10.1080/14697688.2023.2251179
Judgement review:
0
Key publication:
Nein
Peer reviewed:
Ja
Commissioned:
not commissioned
Technology:
Nein
Interdisciplinarity:
Nein
Mission statement:
;
Ethics and Sustainability:
Nein
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