On a Heath-Jarrow-Morton approach for stock options
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Cited by:
- Christa Cuchiero & Claudio Fontana & Alessandro Gnoatto, 2016.
"A general HJM framework for multiple yield curve modelling,"
Finance and Stochastics, Springer, vol. 20(2), pages 267-320, April.
- Christa Cuchiero & Claudio Fontana & Alessandro Gnoatto, 2014. "A general HJM framework for multiple yield curve modeling," Working Papers hal-01011752, HAL.
- Christa Cuchiero & Claudio Fontana & Alessandro Gnoatto, 2014. "A general HJM framework for multiple yield curve modeling," Papers 1406.4301, arXiv.org, revised May 2015.
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