On the calibration of a Gaussian Heath-Jarrow-Morton model using consistent forward rate curves
| Year of publication: |
2010
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|---|---|
| Authors: | Falco, A. ; Navarro, LL. ; Nave, J. |
| Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 11.2010, 4, p. 495-504
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| Publisher: |
Taylor & Francis Journals |
| Extent: | text/html |
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| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009208365