Items where Author is "Karouzakis, N."
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Article
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