Filipovic, Damir2010-04-242010-04-242010-04-242001978-3-540414-93-310.1007/b76888https://infoscience.epfl.ch/handle/20.500.14299/49680Research monograph providing appropriate consistency conditions for and examples of blended models for the term structure of interest rates within the Health-Jarrow-Morton framework, combining curve-fitting methods and factor models. Softcover.text::book/monograph