Three-factor interest rate models

DOI10.4310/CMS.2003.V1.N3.A8zbMATH Open1161.91412MaRDI QIDQ2583432FDOQ2583432

Authors: You-lan Zhu 

Publication date: 16 January 2006

Published in: Communications in Mathematical Sciences (Search for Journal in Brave)

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Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

Cited In (1)

• Boundary values and finite difference methods for the single factor term structure equation

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