Multifactor closed-form solution to the Health-Jarrow-Morton term structure model
| dc.contributor.author | Guo, Chen | |
| dc.date.accessioned | 2010-08-13T13:45:37Z | |
| dc.date.available | 2010-08-13T13:45:37Z | |
| dc.date.created | 2002 | |
| dc.date.issued | 2002 | |
| dc.description | Le texte intégral de ce document de travail n'est pas disponible en ligne. Une copie papier est disponible à l'Annexe de la bibliothéque. Effectuez une recherche par titre dans le catalogue pour réserver le document. // The full text of this working paper is not available online. A print copy is available in the Library Annex. Search by title in the catalogue to request the paper. | |
| dc.identifier.other | Working paper ;02-35 | |
| dc.identifier.uri | http://hdl.handle.net/10393/19251 | |
| dc.identifier.uri | http://dx.doi.org/10.20381/ruor-2247 | |
| dc.language.iso | en | |
| dc.publisher | Faculty of Administration, University of Ottawa | |
| dc.subject.classification | HD 30 .W66 v.02-35 2002 | |
| dc.title | Multifactor closed-form solution to the Health-Jarrow-Morton term structure model |