Rankings
Publications
Sources
Publishers
Scholars
Organizations
About
Login
Register
Home
Publications
Classes of Interest Rate Models under the HJM Framework
Home
Publications
Classes of Interest Rate Models under the HJM Framework
Classes of Interest Rate Models under the HJM Framework
CC
Carl Chiarella
Carl Chiarella
OK
Oh Kang Kwon
Oh Kang Kwon
Publisher Website
Google Scholar
Cite
Download
Share
Download
1 January 2001
journal article
Published by
Springer Science and Business Media LLC
in
Asia-Pacific Financial Markets
Vol. 8
(1)
,
1-22
https://doi.org/10.1023/a:1011468322967
Abstract
No abstract available
Keywords
INTEREST RATE
CLASSES OF INTEREST
MODELS
STRUCTURE
HJM FRAMEWORK
Cited by 26 articles