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Applied Mathematical Finance Volume 22, 2015 - Issue 2
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Original Articles

A Note on Dual-Curve Construction: Mr. Crab’s Bootstrap

Roberto BavieraDepartment of Mathematics, Politecnico di Milano, 32 p.zza Leonardo da Vinci, I-20133, Milano, ItalyCorrespondence[email protected]
&
Alessandro CassaroGoldman Sachs International, 120 Fleet Street, EC4A 2BB, London, UK
Pages 105-132 | Received 04 Apr 2013, Accepted 19 Aug 2014, Published online: 03 Nov 2014

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