A MULTIFACTOR GAUSS MARKOV IMPLEMENTATION OF HEATH, JARROW, AND MORTON
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Publication:4372038
DOI10.1111/j.1467-9965.1994.tb00095.xzbMath0884.90016OpenAlexW2005617865MaRDI QIDQ4372038
Publication date: 21 January 1998
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.1994.tb00095.x
term structure of interest ratescuspsswaptionsmartingale measuresstochastic equations in infinite dimension
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