"Long-term factorization in Heath-Jarrow-Morton models."

Likuan Qin, Vadim Linetsky (2018)

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DOI: 10.1007/S00780-018-0365-7

access: closed

type: Journal Article

metadata version: 2020-07-22

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Likuan Qin, Vadim Linetsky:
Long-term factorization in Heath-Jarrow-Morton models. Finance Stochastics 22(3): 621-641 (2018)

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