Stochastic volatility for factor Heath–Jarrow–Morton framework

@article{artur2025,
  title        = {{Stochastic volatility for factor Heath–Jarrow–Morton framework}},
  author       = {Artur Sepp & Parviz Rakhmonov},
  journal      = {Review of Derivatives Research},
  year         = {2025},
  doi          = {https://doi.org/https://doi.org/10.1007/s11147-025-09217-4},
}

TY  - JOUR
TI  - Stochastic volatility for factor Heath–Jarrow–Morton framework
AU  - Sepp, Artur
AU  - Rakhmonov, Parviz
JO  - Review of Derivatives Research
PY  - 2025
ER  -

Artur Sepp & Parviz Rakhmonov (2025). Stochastic volatility for factor Heath–Jarrow–Morton framework. *Review of Derivatives Research*. https://doi.org/https://doi.org/10.1007/s11147-025-09217-4

Artur Sepp & Parviz Rakhmonov. "Stochastic volatility for factor Heath–Jarrow–Morton framework." *Review of Derivatives Research* (2025). https://doi.org/https://doi.org/10.1007/s11147-025-09217-4.

Stochastic volatility for factor Heath–Jarrow–Morton framework
Artur Sepp & Parviz Rakhmonov · Review of Derivatives Research · 2025
https://doi.org/https://doi.org/10.1007/s11147-025-09217-4