DOI10.1016/S0252-9602(17)30459-9zbMath1019.91028OpenAlexW2783266117MaRDI QIDQ1599851
Zhihong Jian, Chulin Li
Publication date: 6 June 2002 Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1016/s0252-9602(17)30459-9
zbMATH Keywords
HJM modelgeneralized stochastic durationinterest rate term structure
Mathematics Subject Classification ID