An alternative approach on the existence of affine realizations for HJM term structure models (Q2997301)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An alternative approach on the existence of affine realizations for HJM term structure models |
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An alternative approach on the existence of affine realizations for HJM term structure models (English)
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6 May 2011
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geometry of interest rate models
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invariant foliations
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affine realizations
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Riccati equations
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