A Markovian framework in multi-factor Heath-Jarrow-Morton models

Journal of Financial and Quantitative Analysis

Volumn 33, Issue 3, 1998, Pages 423-440

  Inui, Koji ^a   Kijima, Masaaki ^b  

^a NLI Research Institute   (Japan)

^b TOKYO METROPOLITAN UNIVERSITY   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0032369665     PISSN: 00221090     EISSN: None     Source Type: Journal    
DOI: 10.2307/2331103     Document Type: Article

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