Gaspar, Raquel M. (contributor) - 2004 - [Elektronische Ressource]
object of study in all the above mentioned papers (for a review study on the
geometry of interest rate models see also [2 … derive the dynamics of the underlying finite
state space variable.
The organization of the paper is the following.
In Section … study on the geometry of interest rate models see [2]. In contrast to
this, the (logarithm of the) forward price equation …