Showing 1 - 6 of 6
Persistent link: https://www.econbiz.de/10000995463
Persistent link: https://www.econbiz.de/10000969940
Persistent link: https://www.econbiz.de/10001412162
Persistent link: https://www.econbiz.de/10006919616
Persistent link: https://www.econbiz.de/10008218047
We consider interest rate models where the forward rates are allowed to be driven by a multidimensional Wiener process as well as by a marked point process. Assuming a deterministic volatility structure, and using ideas from systems and control theory, we investigate when the input-output map...
Persistent link: https://www.econbiz.de/10005649447