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NO-ARBITRAGE IN HEATH-JARROW-MORTON MODEL AND THE BOND PRICING EQUATION - MaRDI portal

NO-ARBITRAGE IN HEATH-JARROW-MORTON MODEL AND THE BOND PRICING EQUATION (Q2981087)

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NO-ARBITRAGE IN HEATH-JARROW-MORTON MODEL AND THE BOND PRICING EQUATION
scientific article

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    title
    NO-ARBITRAGE IN HEATH-JARROW-MORTON MODEL AND THE BOND PRICING EQUATION (English)
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    DOI
    10.12732/ijam.v29i5.6
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    author
    M. M. Chawla
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    publication date
    8 May 2017
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    Mathematics Subject Classification ID
    91G20
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    91G30
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    35Q91
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    zbMATH DE Number
    6712536
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    zbMATH Keywords
    forward rate
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    Heath-Jarrow-Morton model
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    short rate models
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    no-arbitrage
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    bond pricing equation
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    OpenAlex ID
    W2586200710
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