Fig. 3
From: Continuous tenor extension of affine LIBOR models with multiple curves and applications to XVA
The smooth manifold used for fitting the sequences (u k ) and (v k )
Fig. 3 | Probability, Uncertainty and Quantitative Risk
From: Continuous tenor extension of affine LIBOR models with multiple curves and applications to XVA
The smooth manifold used for fitting the sequences (u k ) and (v k )