On the construction of finite dimensional realizations for nonlinear forward rate models
Tomas Björk; Camilla Landén
| Year of publication: |
2000
|
|---|---|
| Authors: | Björk, Tomas ; Landén, Camilla |
| Publisher: |
Stockholm |
| Subject: | Zinsderivat | Interest rate derivative | Stochastischer Prozess | Stochastic process | Theorie | Theory | Zustandsraummodell | State space model |
| Extent: | 32 S |
|---|---|
| Series: | SSE EFI working paper series in economics and finance. - Stockholm, ISSN 1403-8285, ZDB-ID 2544048-2. - Vol. 420 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 31 - 32 Internetausg.: http://swopec.hhs.se/hastef/papers/hastef0420.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001599828