A simplified exposition of the health, Jarrow and Morton model
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Publication:4892363
DOI10.1080/17442509508833991zbMath0857.90006OpenAlexW2047755754MaRDI QIDQ4892363
Publication date: 11 March 1997
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509508833991
term structure of interest ratesLipschitz conditionsHealth, Jarrow and Morton modeltheory of stochastic calculus
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