2024-03-28T21:18:50Z
https://oai.zbmath.org/v1/
oai:zbmath.org:6976238
2018-11-12T10:52:54Z
91
Karouzakis, Nikolaos; Hatgioannides, John; Andriosopoulos, Kostas
2018
6976238
English
Springer US, New York, NY
https://zbmath.org/06976238
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Ann. Oper. Res. 266, No. 1-2, 159-181 (2018).
91G20; 91G30
Convexity adjustment for constant maturity swaps in a multi-curve framework
j