HEATH–JARROW–MORTON INTEREST RATE DYNAMICS AND APPROXIMATELY CONSISTENT FORWARD RATE CURVES (Q5427664)
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scientific article; zbMATH DE number 5213440
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HEATH–JARROW–MORTON INTEREST RATE DYNAMICS AND APPROXIMATELY CONSISTENT FORWARD RATE CURVES |
scientific article; zbMATH DE number 5213440 |
Statements
HEATH–JARROW–MORTON INTEREST RATE DYNAMICS AND APPROXIMATELY CONSISTENT FORWARD RATE CURVES (English)
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21 November 2007
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interest rate modeling
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HJM models
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NS families
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finite dimensional family
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consistency
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