A class of arbitrage-free log-normal-short-rate two-factor models
| Year of publication: |
1997
|
|---|---|
| Authors: | Rebonato, Riccardo |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 4.1997, 4, p. 223-236
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