Bond pricing and the term structure of interest rates: a new methodology for contingent claims valuation
| dc.contributor.author | Heath, D. | en_US |
| dc.contributor.author | Jarrow, R. | en_US |
| dc.contributor.author | Morton, A. | en_US |
| dc.date.accessioned | 2007-11-09T20:00:52Z | |
| dc.date.available | 2007-11-09T20:00:52Z | |
| dc.date.issued | 1989-10 | en_US |
| dc.description.abstract | This paper published in "Algorithmica" 11 (1994) 353-359 | en_US |
| dc.format.extent | 1609149 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.identifier.citation | 900 | en_US |
| dc.identifier.uri | https://hdl.handle.net/1813/8783 | |
| dc.language.iso | en_US | en_US |
| dc.publisher | Cornell University Operations Research and Industrial Engineering | en_US |
| dc.subject | Operations Research | en_US |
| dc.subject | Industrial Engineering | en_US |
| dc.subject | technical report | en_US |
| dc.title | Bond pricing and the term structure of interest rates: a new methodology for contingent claims valuation | en_US |
| dc.type | technical report | en_US |
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