Jun He
Post
Research
Note
Data
Bergen
🌞
Kaushik I. Amin
← Papers reviewed on this blog
[1994 JFE]
选模型，其实是在选一条波动率曲线——六个 HJM 利率期权模型的一场对账
Implied Volatility Functions in Arbitrage-free Term Structure Models
Jun 1994