HeathJarrowMorton framework

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1Mathematical Finance, Vol. 13, No. 3 (July 2003), 383–410 THE TERM STRUCTURE OF SIMPLE FORWARD RATES WITH JUMP RISK PAUL GLASSERMAN Graduate School of Business, Columbia University, New York

Mathematical Finance, Vol. 13, No. 3 (July 2003), 383–410 THE TERM STRUCTURE OF SIMPLE FORWARD RATES WITH JUMP RISK PAUL GLASSERMAN Graduate School of Business, Columbia University, New York

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Source URL: www.rmi.nus.edu.sg

Language: English - Date: 2003-10-31 13:22:54