WHEN IS THE SHORT RATE MARKOVIAN?

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Publication:4372040


DOI10.1111/j.1467-9965.1994.tb00060.xzbMath0884.90017MaRDI QIDQ4372040

Andrew P. Carverhill

Publication date: 21 January 1998

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9965.1994.tb00060.x


91B62: Economic growth models


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