scientific article; zbMATH DE number 1222800
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Publication:4218387
zbMath0912.90012MaRDI QIDQ4218387
Publication date: 11 November 1998
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Related Items (4)
Valuation and hedging of contingent claims in the HJM model with deterministic volatilities ⋮ Fast resolution of a single factor Heath-Jarrow-Morton model with stochastic volatility ⋮ A pricing model for secondary market yield based floating rate notes subject to default risk. ⋮ Lévy-Ito models in finance
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