Finite-dimensional Realizations of Regime-switching HJM Models
| Year of publication: |
2008
|
|---|---|
| Authors: | Elhouar, Mikael |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 15.2008, 4, p. 331-354
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