A simplified exposition of the health, Jarrow and Morton model
Author:
Affiliation:
1. a Department of Finance , University of Science and Technology , Clear Water Bay, Kowloon , Hong Kong
Publisher
Informa UK Limited
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442509508833991
Reference10 articles.
1. Flows of stochastic dynamical systems: ergodic theory
2. Flows of stochastic dynamical systems: The functional analytic approach
3. A Theory of the Term Structure of Interest Rates
4. Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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