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"Small-noise limit of the quasi-Gaussian log-normal HJM model."

Dan Pirjol, Lingjiong Zhu (2017)

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DOI: 10.1016/J.ORL.2016.10.012

access: closed

type: Journal Article

metadata version: 2017-05-27

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  - https://dblp.org/rec/journals/orl/PirjolZ17
Dan Pirjol, Lingjiong Zhu:
Small-noise limit of the quasi-Gaussian log-normal HJM model. Oper. Res. Lett. 45(1): 6-11 (2017)

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