City Research Online

Items where Author is "Andriosopoulos, C."

Up a level
Group by: Type | No Grouping
Jump to: Article
Number of items: 1.


Karouzakis, N., Hatgioannides, J. & Andriosopoulos, C. (2017). Convexity Adjustment for Constant maturity Swaps in a Multi-Curve Framework. Annals of Operations Research, 266(1-2), pp. 159-181. doi: 10.1007/s10479-017-2430-6

This list was generated on Fri Apr 19 07:59:47 2024 UTC.