2017 Artikel A multiple-curve Lévy forward rate model in a two-price economy
A multiple-curve Lévy forward rate model in a two-price economy.
Quantitative Finance (2017) (with Ch. Gerhart)
The Version of Record of this manuscript has been published and is
available in Quantitative Finance 2017
http://www.tandfonline.com/10.1080/14697688.2017.1384558
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