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A General characterization of One-Factor Forward rate dependent Volatility Heath-Jarrow-Morton term structure model: Transformation to Markovian Affine form Mehdi MILI Assistant…

Documents Ch32HullOFOD9thEdition

HJM, LMM, and Multiple Zero Curves Chapter 32 HJM, LMM, and Multiple Zero Curves Options, Futures, and Other Derivatives, 9th Edition, Copyright © John C. Hull 2014 1 1…