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  • Search: subject:"Gaussian dynamic term structure Models"
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Derivat 1 Derivative 1 Finance 1 Finite dimensional realizations 1 Gaussian dynamic term structure Models 1 HJM 1 Interest rate derivative 1 Interest rate derivatives 1 Option pricing theory 1 Optionspreistheorie 1 Yield curve 1 Zinsderivat 1 Zinsstruktur 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Li, Haitao 1 Ye, Xiaoxia 1 Yu, Fan 1
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European journal of operational research : EJOR 1
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Unifying Gaussian dynamic term structure models from a Heath-Jarrow-Morton perspective
Li, Haitao; Ye, Xiaoxia; Yu, Fan - In: European journal of operational research : EJOR 286 (2020) 3, pp. 1153-1167
Persistent link: https://www.econbiz.de/10012291633
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