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Multiple Curve LLvy Forward Price Model Allowing for Negative Interest Rates

https://doi.org/10.2139/ssrn.3175950
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Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

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The 17 checked references that resolve
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Correlations in Lévy interest rate models
resolves10.1007/s11579-012-0083-4
A multiple-curve HJM model of interbank risk
resolves10.1007/s00780-016-0291-5
A general HJM framework for multiple yield curve modelling
resolves10.1111/mafi.12183
Affine multiple yield curve models
resolves10.1007/978-3-540-71297-8_19
Jump–Type Lévy Processes
resolves10.1080/14697688.2017.1384558
A multiple-curve Lévy forward rate model in a two-price economy
resolves10.1111/1467-9965.00062
Term Structure Models Driven by General Lévy Processes
resolves10.1007/s00780-004-0138-3
L�vy term structure models: No-arbitrage and completeness
resolves10.1080/13504860903326669
Analysis of Fourier Transform Valuation Formulas and Applications
resolves10.1007/978-3-319-33446-2_14
Option Pricing and Sensitivity Analysis in the Lévy Forward Process Model
resolves10.2139/ssrn.3311998
Empirical Analysis and Forecasting of Multiple Yield Curves
resolves10.1007/978-3-319-25385-5
Interest Rate Modeling: Post-Crisis Challenges and Approaches
resolves10.1137/15m1011731
Affine LIBOR Models with Multiple Curves: Theory, Examples and Calibration
resolves10.1002/wilj.39
The Irony in Derivatives Discounting Part II: The Crisis
resolves10.1057/9781137374660
Interest Rate Modelling in the Multi-curve Framework
resolves10.1007/978-3-662-05265-5
Limit Theorems for Stochastic Processes
resolves10.1007/s007800200069
The cumulant process and Esscher's change of measure
The 5 references without a DOI — listed, not checked
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no DOI — not checkedref21
no DOI — not checkedA Fast Algorithm for Nonlinearly Constrained Optimization Calculations
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