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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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