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




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