A Heuristic Algorithm for the Heath–Jarrow–Morton Model
Hung Do and Michael J. Tomas
The Journal of Fixed Income Summer 2016, 26 (1) 94-103; DOI: https://doi.org/10.3905/jfi.2016.26.1.094
Hung Do
is an assistant professor with the Grossman School of Business at the University of Vermont in Burlington, VT.
Michael J. Tomas
is an associate professor with the Grossman School of Business at the University of Vermont in Burlington, VT.
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A Heuristic Algorithm for the Heath–Jarrow–Morton Model
Hung Do, Michael J. Tomas
The Journal of Fixed Income Jun 2016, 26 (1) 94-103; DOI: 10.3905/jfi.2016.26.1.094