A class of arbitrage-free log-normal-short-rate two-factor models
Year of publication: |
1997
|
---|---|
Authors: | Rebonato, Riccardo |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 4.1997, 4, p. 223-236
|
Subject: | Zinsderivat | Interest rate derivative | Theorie | Theory |
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