A Markovian Framework in Multi-Factor Heath-Jarrow-Morton Models
| Year of publication: |
1998
|
|---|---|
| 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
|