Multi-factor term structure models (Q4698075): Difference between revisions
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| Property / DOI: 10.1098/rsta.1994.0067 / rank | |||
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| Property / author: J. Darrell Duffie / rank | |||
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| Property / OpenAlex ID: W2051323744 / rank | |||
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| Property / DOI: 10.1098/RSTA.1994.0067 / rank | |||
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Latest revision as of 15:07, 30 December 2024
scientific article; zbMATH DE number 754847
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-factor term structure models |
scientific article; zbMATH DE number 754847 |
Statements
Multi-factor term structure models (English)
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14 May 1995
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finite-dimensional Markov diffusion state-space representation
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survey
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multi-factor structure models
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term structure
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