A class of arbitrage-free log-normal-short-rate two-factor...

Applied Mathematical Finance 1997 / 12 Vol. 4; Iss. 4

A class of arbitrage-free log-normal-short-rate two-factor models

Rebonato, Riccardo
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Volume:
4
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/135048697334764
Date:
December, 1997
File:
PDF, 356 KB
english, 1997
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