Markovian term structure models in discrete time
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Publication:1872398
DOI10.1214/aoap/1026915622zbMath1020.60060MaRDI QIDQ1872398
Damir Filipović, Zabczyk, Jerzy
Publication date: 6 May 2003
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://infoscience.epfl.ch/record/148506/files/Markovian%20Term%20Structure%20Models%20in%20Discrete.pdf
60J05: Discrete-time Markov processes on general state spaces
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