Generic market models

Raoul Pietersz () and Marcel Regenmortel ()

Finance and Stochastics, 2006, vol. 10, issue 4, 507-528

Keywords: Generic market model; Drift terms; BGM model; CMS; 91B28; 60H30; 60G44; G13 (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (4)

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DOI: 10.1007/s00780-006-0023-3

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