Skip to content

Opening book details…

About this Economics, Econometrics and Finance article

A L evy HJM Multiple-Curve Model with Application to CVA Computation by Crrpey, Sttphane; Grbac, Zorana; Ngor, Nathalie; Skovmand, David is a Economics, Econometrics and Finance article available to read on EtoBox.

It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.

Author
Crrpey, Sttphane; Grbac, Zorana; Ngor, Nathalie; Skovmand, David
Publisher
Social Science Electronic Publishing; Publons; Research Square; Elsevier BV (ISSN 1556-5068)
Published
2013
Language
EN
Field
Economics, Econometrics and Finance (Social Sciences)

More by Crrpey, Sttphane; Grbac, Zorana; Ngor, Nathalie; Skovmand, David

Browse all works by Crrpey, Sttphane; Grbac, Zorana; Ngor, Nathalie; Skovmand, David