Showing 1 - 3 of 3
Persistent link: https://www.econbiz.de/10000955624
we use the previously developed Hilbert space realization theory in order provide general necessary and sufficent … the theory by analyzing a number of concrete examples. -- HJM models ; stochastic volatility ; factor models ; forward …
Persistent link: https://www.econbiz.de/10001664233
Persistent link: https://www.econbiz.de/10000928616