Discrete time Wishart term structure models (Q543795)
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scientific article; zbMATH DE number 5909550
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| default for all languages | No label defined |
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| English | Discrete time Wishart term structure models |
scientific article; zbMATH DE number 5909550 |
Statements
Discrete time Wishart term structure models (English)
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17 June 2011
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affine term structure
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quadratic term structure
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CAR process
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affine process
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Wishart process
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0.9335767
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0.9287071
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0.9008039
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0.89137733
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0.8822506
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