| 000 | 00556nam a2200181Ia 4500 | ||
|---|---|---|---|
| 008 | 100324s9999 xx 000 0 und d | ||
| 100 | _aLin,Junze and Ritchken,Peter | ||
| 240 | _aJournal of Derivatives (Q) | ||
| 245 | _aOn pricing derivatives in the presence of auxiliary state variables | ||
| 246 | _f2006 | ||
| 260 | _c2006 | ||
| 300 |
_bV. 14 _cIssue. 2 _a29 - 46 |
||
| 366 | _b2006 | ||
| 366 | _bWinter | ||
| 650 | _aDerivatives | ||
| 653 | _aSecurity prices;Bond prices;LIBOR market model;Heath Jarrow Morton model;HJM model | ||
| 942 | _cJA | ||
| 999 |
_c46163 _d46163 |
||