Finite dimensional realizations for term structure models driven by semimartingales

MaRDI QIDQ3562470zbMATH OpenFDO

Authors Stefan Tappe

Publication date 21 May 2010

Full work available at URL http://d-nb.info/977893995

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Generalizations of martingales (60G48)

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Cited in

(2)

• ON FINITE DIMENSIONAL REALIZATIONS FOR THE TERM STRUCTURE OF FUTURES PRICES
• Interest rate theory and geometry

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