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

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Stochastic Equations in Infinite Dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consistency problems for Heath-Jarrow-Morton interest rate models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence of invariant manifolds for stochastic equations in infinite dimension / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4794126 / rank
 
Normal rank

Latest revision as of 15:20, 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)
    0 references
    0 references
    17 August 2005
    0 references
    0 references
    affine model
    0 references
    spot-price model
    0 references
    0 references