Valuation and hedging of contingent claims in the HJM model with deterministic volatilities
Year of publication: |
1996
|
---|---|
Authors: | Rutkowski, M. |
Published in: |
Applied Mathematical Finance. - Taylor & Francis Journals, ISSN 1350-486X. - Vol. 3.1996, 3, p. 237-267
|
Publisher: |
Taylor & Francis Journals |
Subject: | term structure of interest rates | bond option | interest rate derivatives |
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