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Linear Gauss Markov Model.
- Source :
- Modern Derivatives Pricing & Credit Exposure Analysis (9781137494832); 2015, p423-432, 10p
- Publication Year :
- 2015
Details
- Language :
- English
- ISBNs :
- 9781137494832
- Database :
- Complementary Index
- Journal :
- Modern Derivatives Pricing & Credit Exposure Analysis (9781137494832)
- Publication Type :
- Book
- Accession number :
- 117254196
- Full Text :
- https://doi.org/10.1057/9781137494849_30