Black's Model of Interest Rates as Options, Eigenfunction Expansions and Japanese Interest Rates
Year of publication: |
2004
|
---|---|
Authors: | Gorovoi, Viatcheslav ; Linetsky, Vadim |
Published in: |
Mathematical Finance. - Wiley Blackwell, ISSN 0960-1627. - Vol. 14.2004, 1, p. 49-78
|
Publisher: |
Wiley Blackwell |
Saved in:
freely available
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