Click here for immediate access to the latest key research articles

Markov interest rate models 

Authors: Patrick S. Hagan ^a; Diana E. Woodward ^a

Affiliation:

a NumeriX, 546 Fifth Avenue, 17th Floor, New York, NY 10036.

DOI: 10.1080/13504869950079275

Publication Frequency: 6 issues per year

Published in: Applied Mathematical Finance, Volume 6, Issue 4 December 1999 , pages 233 - 260

Subjects: Applied Mathematics; Business Mathematics; Finance; Financial Mathematics; Physics;

Number of References: 18

Formats available: PDF (English)

Article Requests: Order Reprints : Request Permissions

• Sign In
• Online Sample

Linking to informaworld

Article Link

To link directly to Markov interest rate models:

Issue Link

To link directly to Applied Mathematical Finance, Volume 6 No. 4:

Journal Link

To link directly to Applied Mathematical Finance: