Skip to main navigation Skip to search Skip to main content

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

Original languageUndefined/Unknown
Pages (from-to)135-145
Number of pages11
JournalAdvances in Futures and Options Research
Volume7
Publication statusPublished - 1994

Research programs

  • EUR ESE 13

Cite this