%0 Generic
%T Cross-currency Heath-Jarrow-Morton framework in the multiple-curve setting
%A Gnoatto, Alessandro
%A Lavagnini, Silvia
%I Università di Verona, Department of Economics
%K HJM
%K FX
%K cross-currency basis
%K multiple curves
%K benchmark transition
%K SOFR
%K collateral
%K Graue Literatur
%D [2023]
%C Università di Verona, Department of Economics
%C [Verona]
%U https://katalog.slub-dresden.de/en/?cHash=d436d54d7a76fc6fe03d5b8c85ebf4cf&tx_find_find%5Baction%5D=citation&tx_find_find%5Bcontroller%5D=Search&tx_find_find%5Bid%5D=0-1877044202&tx_find_find%5Btype%5D=endnote
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