Arbitrage-free valuation of interest rate securities under forward curves with stochastic speed and acceleration
| Year of publication: |
2007
|
|---|---|
| Authors: | Pandher, Gurupdesh |
| Published in: |
Journal of Economic Theory. - Elsevier, ISSN 0022-0531. - Vol. 137.2007, 1, p. 432-459
|
| Publisher: |
Elsevier |