Mathematical finance. 1994;4(3):259-283. doi: 10.1111/j.1467-9965.1994.tb00095.x Q22.42025

A MULTIFACTOR GAUSS MARKOV IMPLEMENTATION OF HEATH, JARROW, AND MORTON

HEATH、JARROW和MORTON的多因素高斯马尔可夫实现

DOI: 10.1111/j.1467-9965.1994.tb00095.x

摘要

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