Forward rate dependent Markovian transformations of the Heath-Jarrow-Morton term structure model
| Year of publication: |
2001
|
|---|---|
| Authors: | Chiarella, Carl ; Kwon, Oh Kang |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 5.2001, 2, p. 237-258
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