PROJECTING THE FORWARD RATE FLOW ONTO A FINITE DIMENSIONAL MANIFOLD (Q5487841): Difference between revisions

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+MaRDI publication profile
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+cs/0509028
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+Normal rank
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+Consistency Problems for Jump‐diffusion Models
@@ Property / cites work: Consistency Problems for Jump‐diffusion Models / rank @@
+Normal rank
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+Interest Rate Dynamics and Consistent Forward Rate Curves
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+On the Existence of Finite‐Dimensional Realizations for Nonlinear Forward Rate Models
+Normal rank
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+A Note on the Nelson-Siegel Family
@@ Property / cites work: A Note on the Nelson-Siegel Family / rank @@
+Normal rank
@@ Property / cites work @@
+Existence of invariant manifolds for stochastic equations in infinite dimension
+Normal rank
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+Large Sample Properties of Generalized Method of Moments Estimators
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Publication:5487841