Forward rate dependent Markovian transformations of the Heath-Jarrow-Morton term structure model
Carl Chiarella; Oh Kang Kwon
| Year of publication: |
2001
|
|---|---|
| Authors: | Chiarella, Carl ; Kwon, Oh Kang |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 5.2001, 2, p. 237-257
|
| Subject: | Zinsstruktur | Yield curve | Zinsderivat | Interest rate derivative | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Finance and stochastics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001571502