On the construction of finite dimensional realizations for nonlinear forward rate models
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Publication:1409832
DOI10.1007/s007800100060zbMath1026.60084OpenAlexW1525566855MaRDI QIDQ1409832
Publication date: 22 October 2003
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s007800100060
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