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Explosion in the quasi-Gaussian HJM model

Crossref DOI link: https://doi.org/10.1007/s00780-018-0367-5

Published Online: 2018-06-04

Published Print: 2018-07

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Pirjol, Dan

Zhu, Lingjiong
License Information

Text and Data Mining valid from 2018-06-04
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Article History

Received: 14 May 2017

Accepted: 17 April 2018

First Online: 4 June 2018

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