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

Recommending 'Markov interest rate models'

This service is temporarily unavailable.

Please copy the URL in your address bar and email it direct to your colleague or librarian to recommend this resource.