Extending the universality of the Heath–Jarrow–Morton model

Dwight Grant، نويسنده , , Gautam Vora، نويسنده ,

روزنامه با شماره پیاپی سال 2006

29

129

157

Interest rate model , Term-structure model , Heath–Jarrow–Morton model , No-arbitrage model , Evolution of interest rate term-structure , One-factor model , Binomial model

Review of Financial Economics

2006

Review of Financial Economics

231329