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Book Chapter

Modelling Framework

  • Cesari G
  • Aquilina J
  • Charpillon N
  • et al.
Springer Berlin Heidelberg, (2009), 23-43
DOI: 10.1007/978-3-642-04454-0_2
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Abstract

… It is this property that Flesaker in [45] and Rogers in [90] exploit to come up with a surprising variety of interest-rate models, essentially writing … The recipe for modelling assets other than the chosen reference currency (foreign currencies, equity and inflation) is similar …

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APA

Cesari, G., Aquilina, J., Charpillon, N., Filipović, Z., Lee, G., & Manda, I. (2009). Modelling Framework. In Modelling, Pricing, and Hedging Counterparty Credit Exposure (pp. 23–43). Springer Berlin Heidelberg. https://doi.org/10.1007/978-3-642-04454-0_2

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