Multi-factor term structure models (Q4698075): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 19:30, 7 February 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)
0 references
14 May 1995
0 references
finite-dimensional Markov diffusion state-space representation
0 references
survey
0 references
multi-factor structure models
0 references
term structure
0 references
