Consistency problems for Health-Jarrow-Morton interest rate models.
Material type:
TextSeries: Lecture notes in Mathematics ; 1760Publication details: New York Springer-Verlag 2001Description: One CDSubject(s): DDC classification: - CD14 LNM ; 1760
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ISID | CD14 LNM ; 1760 (Browse shelf(Opens below)) | Available | CD14 |
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