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About this Economics, Econometrics and Finance article
Continuous tenor extension of affine LIBOR models with multiple curves and applications to XVA by Papapantoleon, Antonis; Wardenga, Robert 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
- Papapantoleon, Antonis; Wardenga, Robert
- Publisher
- Springer (Biomed Central Ltd.); Heidelberg; Berlin: Springer, 2016-; Springer Science and Business Media LLC (ISSN 2367-0126)
- Published
- 2018
- Field
- Economics, Econometrics and Finance (Social Sciences)
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