Stochastic flows and the forward measure
Year of publication: |
2001-10-04
|
---|---|
Authors: | Elliott, Robert J. ; Hoek, John van der |
Published in: |
Finance and Stochastics. - Springer. - Vol. 5.2001, 4, p. 511-525
|
Publisher: |
Springer |
Subject: | Forward measure | exponential affine | bond pricing |
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