Showing 1 - 3 results of 3 for search '"Multi-curve framework"', query time: 1.52s Refine Results
  1. 1
    A Comparison of Artificial Neural Networks and Bootstrap Aggregating Ensembles in a Modern Financial Derivative Pricing Framework
    by Ryno du Plooy, Pierre J. Venter
    Published 2021-06-01
    Subjects: “...multi-curve framework...”
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    Article
  2. 2
    LIBOR Fallback and Quantitative Finance
    by Marc Pierre Henrard
    Published 2019-08-01
    Subjects: “...multi-curve framework...”
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    Article
  3. 3
    An Evaluation of Swedish Municipal Borrowing via Nikkei-linked Loans
    by Constantin, Robert, Gerzic, Denis
    Published 2018
    Subjects: “...Multi-curve framework...”
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