CONDITIONS FOR CONSISTENT EXPONENTIAL-POLYNOMIAL FORWARD...

International Journal of Theoretical and Applied Finance 2004 / 09 Vol. 7; Iss. 6

CONDITIONS FOR CONSISTENT EXPONENTIAL-POLYNOMIAL FORWARD RATE PROCESSES WITH MULTIPLE NONTRIVIAL FACTORS

SHAREF, EMMANUEL, FILIPOVIĆ, DAMIR
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Volume:
7
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024904002608
Date:
September, 2004
File:
PDF, 206 KB
english, 2004
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