Long-term factorization in Heath–Jarrow–Morton models
Crossref DOI link: https://doi.org/10.1007/s00780-018-0365-7
Published Online: 2018-05-18
Published Print: 2018-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Qin, Likuan
Linetsky, Vadim
Text and Data Mining valid from 2018-05-18
Article History
Received: 14 July 2017
Accepted: 27 March 2018
First Online: 18 May 2018