PROJECTING THE FORWARD RATE FLOW ONTO A FINITE DIMENSIONAL MANIFOLD (Q5487841): Difference between revisions
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Revision as of 22:37, 5 March 2024
scientific article; zbMATH DE number 5052919
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PROJECTING THE FORWARD RATE FLOW ONTO A FINITE DIMENSIONAL MANIFOLD |
scientific article; zbMATH DE number 5052919 |
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PROJECTING THE FORWARD RATE FLOW ONTO A FINITE DIMENSIONAL MANIFOLD (English)
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12 September 2006
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interest rate models
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consistency problems
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calibration of HJM models
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infinite dimensional stochastic differential equations
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