scientific article; zbMATH DE number 2046097
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Publication:4451068
consistencyfinite realizations of forward rate modelsforward rate curve familiesforward rate modelslinear realizations of interest rate modelsshort rate models
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Interest rates, asset pricing, etc. (stochastic models) (91G30)
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