"Forward rate dependent Markovian transformations of the ..."

Carl Chiarella, Oh Kang Kwon (2001)

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DOI: 10.1007/PL00013533

access: closed

type: Journal Article

metadata version: 2020-07-22

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Carl Chiarella, Oh Kang Kwon:
Forward rate dependent Markovian transformations of the Heath-Jarrow-Morton term structure model. Finance Stochastics 5(2): 237-257 (2001)

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