Transformation of Heath-Jarrow-Morton models to Markovian systems
Year of publication: |
1997
|
---|---|
Authors: | Bhar, Ramaprasad |
Other Persons: | Chiarella, Carl (contributor) |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 3.1997, 1, p. 1-26
|
Subject: | Zinsstruktur | Yield curve | Volatilität | Volatility | Schätztheorie | Estimation theory | Theorie | Theory |
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