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Hanton, Pierre's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
392 |
Total
Citations
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1.
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Hanton, Pierre BNP Paribas Fortis Henrard, Marc P. A. OpenGamma
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392
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Constant Maturity Swap, CMS spread, multi-factor, HJM
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Hanton, Pierre BNP Paribas Fortis Henrard, Marc P. A. OpenGamma
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CMS, CMS spread, Heath-Jarrow-Morton, multi-factor model, Gaussian models, G2, Libor Market Model, analytical formula, efficient approximation
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Records 1 -
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