@article{0580227d28e44aca87c34af0576d7b99,
title = "A Levy HJM multiple-curve model with application to CVA computation",
keywords = "Funding, Levy process, Interest rate derivative, Multiple-curve term structure model, Credit valuation adjustment (CVA)",
author = "Stephane Crepey and Zorana Grbac and Nathalie Ngor and David Skovmand",
year = "2015",
month = mar,
day = "4",
doi = "10.1080/14697688.2014.942232",
language = "English",
volume = "15",
pages = "401--419",
journal = "Quantitative Finance",
issn = "1469-7688",
publisher = "Routledge",
number = "3",
}