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1
Branching processes and multiple term structure modeling ; ..:
Szulda, Guillaume
http://www.theses.fr/2021UNIP7209/document. , 2021
Link:
http://www.theses.fr/2021UNIP7209/document
RT Journal T1
Branching processes and multiple term structure modeling ; Processus de branchement et modélisation des structures à terme multiples
UL https://suche.suub.uni-bremen.de/peid=base-ftstarfr:2021UNIP7209&Exemplar=1&LAN=DE A1 Szulda, Guillaume YR 2021 K1 Processus CBI K1 Structures à terme multiples K1 Marché des taux d'après-Crise K1 Modèles à courbes multiples K1 Stabilité sous inversion K1 Deep calibration K1 Processus affines K1 Transformée de Lamperti K1 Processus de Hawkes K1 Processus stables et tempérés K1 CBI processes K1 Multiple term structures K1 Post-Crisis interest rate market K1 Multi-Curve models K1 Stability under inversion K1 Affine processes K1 Lamperti transform K1 Hawkes processes K1 Tempered-Stable processes JF http://www.theses.fr/2021UNIP7209/document LK http://www.theses.fr/2021UNIP7209/document DO http://www.theses.fr/2021UNIP7209/document SF ELIB - SuUB Bremen
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