Transformation of Heath–Jarrow–Morton models to Markovian systems

Author: Bhar R.   Chiarella C.  

Publisher: Routledge Ltd

ISSN: 1466-4364

Source: The European Journal of Finance, Vol.3, Iss.1, 1997-03, pp. : 1-26

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract