Factors' correlation in the Heath-Jarrow-Morton interest rate model (Q3552635): Difference between revisions

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+https://doi.org/10.1002/asmb.718
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+W3123284138
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@@ Property / cites work @@
+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+Martingales and arbitrage in multiperiod securities markets
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+Martingales and stochastic integrals in the theory of continuous trading
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+VOLATILITY STRUCTURES OF FORWARD RATES AND THE DYNAMICS OF THE TERM STRUCTURE
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+Classes of interest rate models under the HJM framework
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