Title of article
Extending the universality of the Heath–Jarrow–Morton model
Author/Authors
Dwight Grant، نويسنده , , Gautam Vora، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
29
From page
129
To page
157
Keywords
Interest rate model , Term-structure model , Heath–Jarrow–Morton model , No-arbitrage model , Evolution of interest rate term-structure , One-factor model , Binomial model
Journal title
Review of Financial Economics
Serial Year
2006
Journal title
Review of Financial Economics
Record number
231329
Link To Document