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. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 4.1997, 3, p. 151-164
|
Saved in:
Saved in favorites
Similar items by person
-
Strong comparison of solutions of one-dimensional stochastic differential equations
Ouknine, Youssef, (1990)
-
Multiple Ratings Model of Defaultable Term Structure
Bielecki, Tomasz R., (2000)
-
Self‐Financing Trading Strategies for Sliding, Rolling‐Horizon, and Consol Bonds
Rutkowski, Marek, (1999)
- More ...