A Markovian Framework in Multi-Factor Heath-Jarrow-Morton Models
Year of publication: |
1998
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Authors: | Inui, Koji ; Kijima, Masaaki |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 33.1998, 3, p. 423
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