Lin,Junze and Ritchken,Peter <br/><br/>
On pricing derivatives in the presence of auxiliary state variables 
 2006 

 -  2006 
 - 29 - 46  V.  14  Issue.   2 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Derivatives
<br/><br/><label>Subjects--Index Terms: </label>Security prices;Bond prices;LIBOR market model;Heath Jarrow Morton model;HJM model