A note on invariant measures for HJM models
Year of publication: |
2005
|
---|---|
Authors: | Tehranchi, Michael |
Published in: |
Finance and Stochastics. - Springer. - Vol. 9.2005, 3, p. 389-398
|
Publisher: |
Springer |
Subject: | Term structure of interest rates | stochastic partial differential equations | invariant measures |
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