Estimation and Hedging with a One-Factor...

The Journal of Derivatives 2001 / 01 Vol. 8; Iss. 4

Estimation and Hedging with a One-Factor Heath-Jarrow-Morton Model

Ho, Lan-Chih, Cadle, John, Theobald, Michael
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Volume:
8
Language:
english
Journal:
The Journal of Derivatives
DOI:
10.3905/jod.2001.319162
Date:
January, 2001
File:
PDF, 231 KB
english, 2001
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