HEATH–JARROW–MORTON INTEREST RATE DYNAMICS AND APPROXIMATELY CONSISTENT FORWARD RATE CURVES (Q5427664): Difference between revisions

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+Interest Rate Dynamics and Consistent Forward Rate Curves
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+Minimal realizations in interest rate models
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+On the construction of finite dimensional realizations for nonlinear forward rate models
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+On the Existence of Finite‐Dimensional Realizations for Nonlinear Forward Rate Models
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+An Intertemporal General Equilibrium Model of Asset Prices
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+A Theory of the Term Structure of Interest Rates
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+Existence of invariant manifolds for stochastic equations in infinite dimension
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+An equilibrium characterization of the term structure
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