On the geometry of the term structure of interest rates (Q3043429): Difference between revisions
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Revision as of 11:30, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the geometry of the term structure of interest rates |
scientific article |
Statements
On the geometry of the term structure of interest rates (English)
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6 August 2004
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affine term structure
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analysis on Fréchet spaces
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hypoellipticity
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finite-dimensional invariant submanifolds
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Frobenius theorem
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interest-rate models
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