On pricing kernels and finite-state variable Heath Jarrow Morton models (Q375245)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On pricing kernels and finite-state variable Heath Jarrow Morton models |
scientific article |
Statements
On pricing kernels and finite-state variable Heath Jarrow Morton models (English)
0 references
29 October 2013
0 references
pricing kernel
0 references
finite-state bond models
0 references
0 references
