ON FINITE DIMENSIONAL REALIZATIONS OF TWO-COUNTRY INTEREST RATE MODELS (Q5190055)
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scientific article; zbMATH DE number 5681067
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON FINITE DIMENSIONAL REALIZATIONS OF TWO-COUNTRY INTEREST RATE MODELS |
scientific article; zbMATH DE number 5681067 |
Statements
ON FINITE DIMENSIONAL REALIZATIONS OF TWO-COUNTRY INTEREST RATE MODELS (English)
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12 March 2010
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exchange rate
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forward rate curves
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interest rate models
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international economy
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state space models
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