Efficient and Flexible Bond Option Valuation in the Heath, Jarrow, and Morton Framework
| Year of publication: |
1995
|
|---|---|
| Authors: | Carverhill, Andrew ; Pang, Kin |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 5.1995, 2, p. 70-77
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