Transformation of Heath-Jarrow-Morton models to Markovian systems
B. Bhar and C. Chiarella
| Year of publication: |
1997
|
|---|---|
| Authors: | Bhar, Ramaprasad |
| Other Persons: | Chiarella, Carl (contributor) |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 3.1997, 1, p. 1-26
|
| Subject: | Zinsstruktur | Yield curve | Volatilität | Volatility | Schätztheorie | Estimation theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001219148