European Business Schools Librarian's Group

Finance Working Papers,
University of Aarhus, Aarhus School of Business, Department of Business Studies

No 01-8: On Finite Dimensional HJM Representations.

Peter Mikkelsen
Additional contact information
Peter Mikkelsen: Department of Finance, Aarhus School of Business, Postal: Fuglesangs Allé 4, 8210 Aarhus V, Denmark

Abstract: ==

Keywords: HJM; Non-linear Factor models

29 pages, May 21, 2001

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