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(A)New approach to multi-factor term structure models : 다요인 이자율 모형에 대한 새로운 접근 방법
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- Authors
- Advisor
- 최형인
- Issue Date
- 2004
- Publisher
- 서울대학교 대학원
- Keywords
- The term structure of interest rates ; HJM model ; multi-factor model ; approximation ; interpolation polynomial models
- Description
- Thesis (doctoral)--서울대학교 대학원 :수리과학부,2004.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000055072
https://hdl.handle.net/10371/20414
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