Arbitrage-free valuation of interest rate securities under forward curves with stochastic speed and acceleration
Year of publication: |
2007
|
---|---|
Authors: | Pandher, Gurupdesh |
Published in: |
Journal of Economic Theory. - Elsevier, ISSN 0022-0531. - Vol. 137.2007, 1, p. 432-459
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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