Multi-factor term structure models (Q4698075): Difference between revisions
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Revision as of 16:58, 5 March 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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