A multi-factor Markovian HJM model for pricing American interest rate derivatives

✍ Scribed by Marat V. Kramin; Saikat Nandi; Alexander L. Shulman

• Publisher: Springer US
• Year: 2007
• Tongue: English
• Weight: 565 KB
• Volume: 31
• Category: Article
• ISSN: 0924-865X
• DOI: 10.1007/s11156-007-0078-z