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
Number of References: 18
Formats available:
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(English)
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