Login / Signup

Cross Currency Valuation and Hedging in the Multiple Curve Framework.

Alessandro GnoattoNicole Seiffert
Published in: SIAM J. Financial Math. (2021)
Keyphrases
  • main contribution
  • artificial intelligence
  • theoretical framework
  • integrating multiple
  • conceptual framework
  • database
  • data sets
  • neural network
  • expert systems
  • b spline
  • multiple layers