Long memory affine term structure models (Q898585)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long memory affine term structure models |
scientific article |
Statements
Long memory affine term structure models (English)
0 references
18 December 2015
0 references
Gaussian essentially affine model
0 references
long memory
0 references
state space
0 references
P and Q measures
0 references
0 references
