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subject:"Martingal"
~isPartOf:"Econometric theory"
~isPartOf:"International journal of theoretical and applied finance"
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A note on real-world and risk-neutral dynamics for Heath-Jarrow-Morton frameworks
Criens, David
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012270996
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Linear nonstationary models : a review of the work of Professor P. C. B. Phillips
Tanaka, Katsuto
- In:
Econometric theory
30
(
2014
)
4
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pp. 815-838
Persistent link: https://www.econbiz.de/10010502142
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