A note on the Flesaker-Hughston model of the term structure of interest rates
Year of publication: |
1997
|
---|---|
Authors: | Rutkowski, Marek |
Published in: |
Applied Mathematical Finance. - Taylor & Francis Journals, ISSN 1350-486X. - Vol. 4.1997, 3, p. 151-163
|
Publisher: |
Taylor & Francis Journals |
Subject: | Swaption | Term Structure Of Interest Rates | Zero-coupon Bond |
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