Gaspar, Raquel M. (contributor) - 2004 - [Elektronische Ressource]
these forward prices. The interest rate system is, thus, needed as input into the forward price system. Given this setup we … enter into the drift part of the SDE for these forward prices.
The interest rate system is, thus, needed as input into the …
isolation, they must be studied under some interest rate setting and a needed input to forward
price term structures is the term …