HEATH–JARROW–MORTON INTEREST RATE DYNAMICS AND APPROXIMATELY CONSISTENT FORWARD RATE CURVES

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Publication:5427664

DOI10.1111/j.1467-9965.2007.00310.xzbMath1186.91225OpenAlexW2076154373MaRDI QIDQ5427664

Benedetto Piccoli, Claudia La Chioma

Publication date: 21 November 2007

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9965.2007.00310.x




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