On the Existence of Finite‐Dimensional Realizations for Nonlinear Forward Rate Models
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Publication:2757313
DOI10.1111/1467-9965.00113zbMath1055.91017OpenAlexW2135633973MaRDI QIDQ2757313
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Publication date: 26 November 2001
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: http://swopec.hhs.se/hastef/papers/hastef0338.pdf
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