THE EIGENFUNCTION EXPANSION METHOD IN MULTI‐FACTOR QUADRATIC TERM STRUCTURE MODELS
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Publication:3502163
DOI10.1111/j.1467-9965.2007.00314.xzbMath1138.91395OpenAlexW3122118911MaRDI QIDQ3502163
Nina Boyarchenko, Sergei Levendorskii
Publication date: 22 May 2008
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.2007.00314.x
Microeconomic theory (price theory and economic markets) (91B24) Auctions, bargaining, bidding and selling, and other market models (91B26)
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