Items for Karouzakis, Nikolaos

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Karouzakis, Nikolaos, Hatgioannides, John and Andriosopoulos, Kostas (2018) Convexity adjustment for constant maturity swaps in a multi-curve framework. Annals of Operations Research, 266 (1-2). pp. 159-181. ISSN 0254-5330

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