Long-term factorization in Heath-Jarrow-Morton models (Q1650942)
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scientific article; zbMATH DE number 6903852
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long-term factorization in Heath-Jarrow-Morton models |
scientific article; zbMATH DE number 6903852 |
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Long-term factorization in Heath-Jarrow-Morton models (English)
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16 July 2018
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stochastic discount factor
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long-term factorization
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long bond
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long forward measure
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HJM models
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