TY -
GEN
AU - Gnoatto, Alessandro
AU - Lavagnini, Silvia
TI -
Cross-currency Heath-Jarrow-Morton framework in the multiple-curve setting
PB - Università di Verona, Department of Economics
KW - HJM
KW - FX
KW - cross-currency basis
KW - multiple curves
KW - benchmark transition
KW - SOFR
KW - collateral
KW - Graue Literatur
PY - [2023]
BT - Working paper series / Department of Economics, University of Verona ; WP number 11 (December 2023)
CY - [Verona]
UR - https://katalog.slub-dresden.de/en/?cHash=0bb8bd27a7fbde41cd02875a74ca0f3d&tx_find_find%5Baction%5D=citation&tx_find_find%5Bcontroller%5D=Search&tx_find_find%5Bid%5D=0-1877044202&tx_find_find%5Btype%5D=ris
ER -