✦ LIBER ✦
On the calibration of a Gaussian Heath–Jarrow–Morton model using consistent forward rate curves
✍ Scribed by Falcó, A.; Navarro, LL.; Nave, J.
- Book ID
- 121090850
- Publisher
- Taylor and Francis Group
- Year
- 2011
- Tongue
- English
- Weight
- 433 KB
- Volume
- 11
- Category
- Article
- ISSN
- 1469-7688
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