On the existence of finite dimensional realizations for nonlinear forward rate models
Tomas Björk; Lars Svensson
| Year of publication: |
1999
|
|---|---|
| Authors: | Björk, Tomas ; Svensson, Lars |
| Publisher: |
Stockholm |
| Subject: | Zinsderivat | Interest rate derivative | Volatilität | Volatility | Markov-Kette | Markov chain | Theorie | Theory |
freely available
| Extent: | 46 S |
|---|---|
| Series: | SSE EFI working paper series in economics and finance. - Stockholm, ISSN 1403-8285, ZDB-ID 2544048-2. - Vol. 338 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001421847