A multicurrency extension of the lognormal interest rate market models

Schlogl, E

A multicurrency extension of the lognormal interest rate market models

Schlogl, E

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Publisher:: Springer Verlag
Publication Type:: Journal Article
Citation:: Finance and Stochastics, 2002, 6 (2), pp. 173 - 196
Issue Date:: 2002-01

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Field	Value	Language
dc.contributor.author	Schlogl, E https://orcid.org/0000-0001-8898-6879	en_US
dc.date.issued	2002-01	en_US
dc.identifier.citation	Finance and Stochastics, 2002, 6 (2), pp. 173 - 196	en_US
dc.identifier.issn	0949-2984	en_US
dc.identifier.uri	http://hdl.handle.net/10453/3451
dc.publisher	Springer Verlag	en_US
dc.relation.ispartof	Finance and Stochastics	en_US
dc.relation.isbasedon	10.1007/s007800100054	en_US
dc.rights	This is a post-peer-review, pre-copyedit version of an article published in Finance and Stochastics. The final authenticated version is available online at: https://dx.doi.org/10.1007/s007800100054.	en_US
dc.subject.classification	Finance	en_US
dc.title	A multicurrency extension of the lognormal interest rate market models	en_US
dc.type	Journal Article
utslib.citation.volume	2	en_US
utslib.citation.volume	6	en_US
utslib.for	140207 Financial Economics	en_US
utslib.for	150205 Investment and Risk Management	en_US
utslib.for	150201 Finance	en_US
utslib.for	0102 Applied Mathematics	en_US
utslib.for	0104 Statistics	en_US
utslib.for	1502 Banking, Finance and Investment	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Science
pubs.organisational-group	/University of Technology Sydney/Faculty of Science/School of Mathematical and Physical Sciences
pubs.organisational-group	/University of Technology Sydney/Strength - QFRC - Quantitative Finance Research Centre
utslib.copyright.status	open_access
pubs.consider-herdc	true	en_US
pubs.issue	2	en_US
pubs.volume	6	en_US

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