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Mathematics and Financial Economics

Ausgabe 2/2022

Inhalt (6 Artikel)

Open Access

Arbitrage-free Nelson–Siegel model for multiple yield curves

Riccardo Brignone, Christoph Gerhart, Eva Lütkebohmert

Optimal finite horizon contract with limited commitment

Junkee Jeon, Hyeng Keun Koo, Kyunghyun Park

A dynamical model for real economy and finance

F. Grassetti, C. Mammana, E. Michetti