Research paper / RESOURCE PROFILE

Cross Currency Valuation and Hedging in the Multiple Curve Framework

Publication: Cross Currency Valuation and Hedging in the Multiple Curve Framework. Published Jan 29, 2020.

Research & Papers
arxiv.orgPublished Jan 29, 2020
Visit source website ↗

Overview

Publication: Cross Currency Valuation and Hedging in the Multiple Curve Framework. Published Jan 29, 2020.

Publication information

Publication title
Cross Currency Valuation and Hedging in the Multiple Curve Framework
Authors
Alessandro Gnoatto, Nicole Seiffert
Published
Jan 29, 2020
Last publication revision
Mar 16, 2021
Venue / journal
SIAM Journal on Financial Mathematics (2021) forthcoming
Subject areas
q-fin.PR, q-fin.MF
Publication source
arxiv.org · abs/2001.11012v2 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2001.11012 ↗

Discovery references

References explain how this resource entered the collection. They do not represent an endorsement.

Explore related resources

Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
RepositoryChecked capture

DeepIntoStreams/TSFM_Finance

github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
31
Language
Jupyter Notebook
Code license
Apache-2.0
foundation-modeltime-seriesresearch-lab
Research & Papers Explore →
96 Authority 96 / 100 Cited by 2 resources in this directory 2 discovery sources Directory record updated: 2026-10-11 How scoring works →

Sign In

Don't have an account yet? Register

Forgot password?

Register

Reset Password

Please enter your username or email address, you will receive a link to create a new password via email.