Some system theoretic aspects of interest rate theory
type: Item
instance of: scholarly article
title: Some system theoretic aspects of interest rate theory
zbMATH Open document ID: 0909.90016
DOI: 10.1016/S0167-6687(98)00005-5
author: Bent Jesper Christensen
author: Andrea Gombani
author: Tomas Björk
published in: Insurance Mathematics \& Economics
publication date: 1999-04-11T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 93B15
zbMATH DE Number: 1202758
zbMATH Keywords: realization theory
zbMATH Keywords: Lie algebras
zbMATH Keywords: finite-dimensional submanifold
zbMATH Keywords: interest rate model
zbMATH Keywords: forward rate model
MaRDI profile type: MaRDI publication profile
cites work: A MULTIFACTOR GAUSS MARKOV IMPLEMENTATION OF HEATH, JARROW, AND MORTON
cites work: Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
cites work: Pricing interest-rate-derivative securities
cites work: An equilibrium characterization of the term structure
full work available at URL: s0167-6687(98)00005-5
OpenAlex ID: W2062759405
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description: scientific article; zbMATH DE number 1202758