Projecting the forward rate flow onto a finite dimensional manifold
Erhan Bayraktar; Li Chen; H. Vincent Poor
| Year of publication: |
2006
|
|---|---|
| Authors: | Bayraktar, Erhan ; Chen, Li ; Poor, H. Vincent |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 9.2006, 5, p. 777-785
|
| Subject: | Zins | Interest rate | Derivat | Derivative | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003379033