Estimation and Hedging with a One-factor-Heath-Jarrow-Morton model

LC Ho, Phillip Cadle, Michael Theobald

Research output: Contribution to journal › Article

3 Citations (Scopus)

Original language	English
Pages (from-to)	49-61
Number of pages	13
Journal	Journal of Derivatives (Summer 2001)
Volume	8
Issue number	4
Publication status	Published - 1 Jan 2001

Cite this

@article{826a52cdea7148b997838f6d6cbbb08b,

title = "Estimation and Hedging with a One-factor-Heath-Jarrow-Morton model",

author = "LC Ho and Phillip Cadle and Michael Theobald",

year = "2001",

month = jan,

day = "1",

language = "English",

volume = "8",

pages = "49--61",

journal = "Journal of Derivatives (Summer 2001)",

number = "4",

}