A multi-factor Markovian HJM model for pricing : American interest rate derivatives
Year of publication: |
2008
|
---|---|
Authors: | Kramin, Marat V. ; Nandi, Saikat ; Shulman, Alexander L. |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 31.2008, 4, p. 359-378
|
Subject: | Anleihe | Bond | Derivat | Derivative | Markov-Kette | Markov chain | Theorie | Theory | USA | United States |
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