ESTIMATION AND HEDGING WITH A ONE-FACTOR HEATH-JARROW-MORTON MODEL
| Year of publication: |
2001
|
|---|---|
| Authors: | Ho, Lan-Chih ; Cadle, John ; Theobald, Michael |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 8.2001, 4, p. 49-61
|