Conditional Gaussian models of the term structure of interest rates
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Publication:1409833
DOI10.1007/s007800100061zbMath1026.60050MaRDI QIDQ1409833
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/s007800100061
60G42: Martingales with discrete parameter