Contingent claim valuation with a random evolution of interest rates

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https://hdl.handle.net/1813/8782
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Author
Heath, D.; Jarrow, R.; Morton, A.
Abstract
This paper published in "Econometrica" 60(1) (1992)
Date Issued
1989-12
Publisher
Cornell University Operations Research and Industrial Engineering
Subject
Operations Research; Industrial Engineering; technical report
Previously Published As
899
Type
technical report

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