![](/img/cover-not-exists.png)
Interest-rate simulation under the real-world measure within a Gaussian HJM framework
Yasuoka, TakashiVolume:
3
Language:
english
Journal:
Quantitative Finance Letters
DOI:
10.1080/21649502.2014.995213
Date:
January, 2015
File:
PDF, 636 KB
english, 2015