The equivalent martingale measure conditions in a general model for interest rates

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Original language	English
Pages (from-to)	415 - 434
Number of pages	20
Journal	Advances in Applied Probability
Volume	37
Issue number	2
Publication status	Published - 2005

Cite this

@article{9f05846817e14bcf9afc44d755571f37,

title = "The equivalent martingale measure conditions in a general model for interest rates",

author = "Kais Hamza and Jacka, \{Saul D\} and Klebaner, \{Fima C\}",

year = "2005",

language = "English",

volume = "37",

pages = "415 -- 434",

journal = "Advances in Applied Probability",

issn = "0001-8678",

publisher = "Cambridge University Press",

number = "2",

}