Factors' correlation in the Heath–Jarrow–Morton interest rate model
Article first published online: 30 APR 2008
Copyright © 2008 John Wiley & Sons, Ltd.
Applied Stochastic Models in Business and Industry
Volume 24, Issue 4, pages 359–368, July/August 2008
How to Cite
Tchuindjo, L. (2008), Factors' correlation in the Heath–Jarrow–Morton interest rate model. Appl. Stochastic Models Bus. Ind., 24: 359–368. doi: 10.1002/asmb.718
- Issue published online: 25 JUL 2008
- Article first published online: 30 APR 2008
- Manuscript Accepted: 25 FEB 2008
- Manuscript Revised: 4 FEB 2008
- Manuscript Received: 22 JUN 2007
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