A NOTE ON NONAFFINE SOLUTIONS OF TERM STRUCTURE EQUATIONS WITH APPLICATIONS TO POWER EXCHANGES (Q5464341): Difference between revisions
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| Property / full work available at URL: https://doi.org/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 14:20, 10 June 2024
scientific article; zbMATH DE number 2195378
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A NOTE ON NONAFFINE SOLUTIONS OF TERM STRUCTURE EQUATIONS WITH APPLICATIONS TO POWER EXCHANGES |
scientific article; zbMATH DE number 2195378 |
Statements
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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