barski.zabczyk:12:forward¶
BibTeX Entry:
@article{barski.zabczyk:12:forward,
author = {Barski, Micha\l and Zabczyk, Jerzy},
doi = {10.1007/s00780-011-0163-y},
fjournal = {Finance and Stochastics},
issn = {0949-2984},
journal = {Finance Stoch.},
mrclass = {60G60 (60G51 60H20 60H30 91B24 91B70)},
mrnumber = {2946618},
mrreviewer = {Dominique L\'{e}pingle},
number = {3},
pages = {537--560},
title = {Forward rate models with linear volatilities},
url = {https://doi.org/10.1007/s00780-011-0163-y},
volume = {16},
year = {2012}
}