Continuous-time term structure models: Forward measure approach

• 1 September 1997
• journal article
• Published by Springer Nature in Finance and Stochastics
• Vol. 1  (4) , 261-291
• https://doi.org/10.1007/s007800050025

Abstract

Keywords

• MODELS
• STRUCTURE
• FORWARD
• ARBITRAGE
• INTRODUCED
• BOND PRICES
• LIBOR
• ACCOUNT