A NOTE ON NONAFFINE SOLUTIONS OF TERM STRUCTURE EQUATIONS WITH APPLICATIONS TO POWER EXCHANGES (Q5464341): Difference between revisions

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Property / DOI: 10.1111/j.0960-1627.2005.00216.x / rank
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Property / cites work: Stochastic Equations in Infinite Dimensions / rank
 
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Property / cites work: Consistency problems for Heath-Jarrow-Morton interest rate models / rank
 
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Property / cites work: Existence of invariant manifolds for stochastic equations in infinite dimension / rank
 
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Property / cites work: Q4794126 / rank
 
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Latest revision as of 18:02, 30 December 2024

scientific article; zbMATH DE number 2195378
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English
A NOTE ON NONAFFINE SOLUTIONS OF TERM STRUCTURE EQUATIONS WITH APPLICATIONS TO POWER EXCHANGES
scientific article; zbMATH DE number 2195378

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    A NOTE ON NONAFFINE SOLUTIONS OF TERM STRUCTURE EQUATIONS WITH APPLICATIONS TO POWER EXCHANGES (English)
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    17 August 2005
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    affine model
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    spot-price model
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