Markov-functional interest rate models

AAJ (Antoon) Pelsser, P Hunt, J Kennedy

Research output: Contribution to journalArticleAcademicpeer-review

Original languageUndefined/Unknown
Pages (from-to)391-408
Number of pages18
JournalFinance and Stochastics
Volume4
Issue number4
Publication statusPublished - 2000

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