On pricing kernels and finite-state variable Heath Jarrow Morton models (Q375245)
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scientific article; zbMATH DE number 6220644
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| English | On pricing kernels and finite-state variable Heath Jarrow Morton models |
scientific article; zbMATH DE number 6220644 |
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On pricing kernels and finite-state variable Heath Jarrow Morton models (English)
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29 October 2013
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pricing kernel
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finite-state bond models
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0.8252797722816467
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0.8211667537689209
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0.8211662173271179
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0.8151828050613403
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0.8011119961738586
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