Consistency problems for Heath-Jarrow-Morton : interest rate models
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| Main Author: | |
|---|---|
| Format: | Livre |
| Language: | Anglais |
| Published: |
Berlin :
Springer,
cop. 2001.
|
| Series: | Lecture notes in mathematics
1760 |
| Subjects: | |
| Autres localisations: | Voir dans le Sudoc |