scientific article; zbMATH DE number 1086780

MaRDI QIDQ4363034zbMATH OpenFDO

Authors Andrea Gombani, Tomas Björk

Publication date 24 February 1998

zbMATH Keywords

interest rate modelslow multiplicitymodelling signalsstochastic realization theorysystems theory

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Realizations from input-output data (93B15)

Recommendations

• Some system theoretic aspects of interest rate theory
• scientific article; zbMATH DE number 4120082
• Minimal realizations in interest rate models
• scientific article; zbMATH DE number 65804

Cited in

(2)

• Efficient Factor Models For Yield Curve Dynamics
• In memoriam: Tomas Björk (1947--2021). On his career and beyond

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4363034)