2009
Report
Title

A guide on the implementation of the Heath-Jarrow-Morton Two-Factor Gaussian Short Rate Model (HJM-G2++)

Author(s)
Acar, S.
Natcheva-Acar, K.
Publisher
Fraunhofer ITWM
Publishing Place
Kaiserslautern
File(s)
Rights
Use according to copyright law
DOI
Language
English