Transformation of Heath-Jarrow-Morton models to Markovian systems
by Ramaprasad Bhar and Carl Chiarella
| Year of publication: |
1995
|
|---|---|
| Authors: | Bhar, Ramaprasad ; Chiarella, Carl |
| Publisher: |
Broadway, NSW |
| Subject: | Zinsstruktur | Yield curve | Volatilität | Volatility | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | 31 S |
|---|---|
| Series: | Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney. - Sydney, ISSN 1036-7373, ZDB-ID 2472925-5. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000951349