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| Chapter title |
7. Consistent HJM Models
|
|---|---|
| Chapter number | 7 |
| Book title |
Consistency Problems for Heath-Jarrow-Morton Interest Rate Models
|
| Published by |
Springer, Berlin, Heidelberg, January 2001
|
| DOI | 10.1007/978-3-540-44548-7_7 |
| Book ISBNs |
978-3-54-041493-3, 978-3-54-044548-7
|
| Authors |
Damir Filipović |