Title of article
Arbitrage-free valuation of interest rate securities under forward curves with stochastic speed and acceleratio
Author/Authors
Gurupdesh Pandher، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2007
Pages
28
From page
432
To page
459
Keywords
Arbitrage-free restriction , Forward rates , Volatility estimation , HJM
Journal title
Journal of Economic Theory
Serial Year
2007
Journal title
Journal of Economic Theory
Record number
147735
Link To Document