"Continuous-time term structure models: Forward measure approach."

Marek Musiela, Marek Rutkowski (1997)

> Home

Details and statistics

DOI: 10.1007/S007800050025

access: closed

type: Journal Article

metadata version: 2020-07-22

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/fs/MusielaR97
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/fs/MusielaR97
Marek Musiela, Marek Rutkowski:
Continuous-time term structure models: Forward measure approach. Finance Stochastics 1(4): 261-291 (1997)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.