A multifactor Gauss Markov implementation of Heath, Jarrow, and Morton
Year of publication: |
1994
|
---|---|
Authors: | Brace, Alan |
Other Persons: | Musiela, Marek (contributor) |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 4.1994, 3, p. 259-283
|
Subject: | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Hedging | Theorie | Theory | Optionsgeschäft | Option trading | Australien | Australia | 1993-1994 |
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