Mathematics Subject Classification (2000):
- 91B28
- 60H15
- 93B29
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© 2001 Springer-Verlag Berlin/Heidelberg
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Filipović, D. (2001). 4. The HJM Methodology Revisited. In: Consistency Problems for Heath-Jarrow-Morton Interest Rate Models. Lecture Notes in Mathematics, vol 1760. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-44548-7_4
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DOI: https://doi.org/10.1007/978-3-540-44548-7_4
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Publisher Name: Springer, Berlin, Heidelberg
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Online ISBN: 978-3-540-44548-7
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