Parsimonious HJM modelling for multiple yield curve dynamics (Q2879021): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
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+W2055406088
@@ Property / OpenAlex ID: W2055406088 / rank @@
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+.0828
@@ Property / arXiv ID: 1011.0828 / rank @@
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@@ Property / cites work @@
+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
+Normal rank
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+Markov-functional interest rate models
@@ Property / cites work: Markov-functional interest rate models / rank @@
+Normal rank
@@ Property / cites work @@
+A multi-quality model of interest rates
@@ Property / cites work: A multi-quality model of interest rates / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2879021