Discrete time Wishart term structure models (Q543795)

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Discrete time Wishart term structure models
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    Statements

    title
    Discrete time Wishart term structure models (English)
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    author
    Razvan Sufana
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    Christian Gouriéroux
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    publication date
    17 June 2011
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    zbMATH Keywords
    affine term structure
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    quadratic term structure
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    CAR process
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    affine process
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    Wishart process
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    Identifiers

    zbMATH DE Number
    5909550
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