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~isPartOf:"International journal of theoretical and applied finance"
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International journal of theoretical and applied finance
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987
Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems
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Explicit bond option formula in Heath-Jarrow-Morton one factor model
Henrard, Marc
- In:
International journal of theoretical and applied finance
6
(
2003
)
1
,
pp. 57-72
Persistent link: https://www.econbiz.de/10001769116
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CMS, CMS spreads and similar options in the multi-factor HJM framework
Hanton, Pierre
;
Henrard, Marc
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009685893
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