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Search: subject:"Heath-Jarrow-Morton (HJM) framework"
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Heath-Jarrow-Morton (HJM) framework
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International journal of theoretical and applied finance
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Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
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ECONIS (ZBW)
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Index options and volatility derivatives in a Gaussian random field risk-neutral density model
Han, Xixuan
;
Wei, Boyu
;
Yang, Hailiang
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011891885
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2
On the representation of general interest rate models as square-integrable Wiener functionals
Hughston, Lane P.
;
Mina, Francesco
- In:
Recent advances in financial engineering 2011: …
,
(pp. 1-20)
.
2012
Persistent link: https://www.econbiz.de/10009573492
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