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scientific article
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scientific article

    Statements

    publication date
    20 January 2005
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    zbMATH Keywords
    Heath-Jarrow-Morton models
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    forward rate curves
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    Markovian state space models
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    infinite dimensional stochastic differential equations
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    author
    Thomas Björk
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    37L55
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    58J65
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    60H15
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    60J60
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    91B70
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    zbMATH DE Number
    2130503
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