Robert Matthijs Verschuren

Amsterdam School of Economics, University of Amsterdam

Roetersstraat 11

Amsterdam, North Holland 1018 WB

Netherlands

http://www.uva.nl/profile/r.m.verschuren

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Stochastic interest rate modelling using a single or multiple curves: an empirical performance analysis of the Lévy forward price model

Quantitative Finance, 20(7), 1123-1148, DOI: 10.1080/14697688.2020.1722318

Number of pages: 27 Posted: 22 May 2018 Last Revised: 07 Jul 2020

Robert Matthijs Verschuren

Amsterdam School of Economics, University of Amsterdam

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