| Original language | Undefined/Unknown |
|---|---|
| Pages (from-to) | 135-145 |
| Number of pages | 11 |
| Journal | Advances in Futures and Options Research |
| Volume | 7 |
| Publication status | Published - 1994 |
Research programs
- EUR ESE 13
The construction of a path-independent interest-rate tree: the model of Heath, Jarrow and Morton
JFJ de Munnik
Research output: Contribution to journal › Article › Academic › peer-review