Generalized method of moments estimation of Heath-Jarrow-Morton models of interest-rate contingent claims
| Year of publication: |
1994
|
|---|---|
| Authors: | Abken, Peter A. ; Cohen, Hugh |
| Institutions: | Federal Reserve Bank of Atlanta |
| Subject: | Interest rates |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Number 94-8 |
| Source: |
Persistent link: https://www.econbiz.de/10005514589