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Publication:2760388
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zbMath1065.91501MaRDI QIDQ2760388

Andrew J. Morton, Kaushik I. Amin

Publication date: 3 January 2002


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.


Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)


Related Items (3)

On pricing kernels and finite-state variable Heath Jarrow Morton models ⋮ An implementation of the HJM model with application to Japanese interest futures ⋮ Quality options and hedging in Japanese government bond futures markets







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