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Some system theoretic aspects of interest rate theory - MaRDI portal

Some system theoretic aspects of interest rate theory (Q1265913)

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scientific article; zbMATH DE number 1202758
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English
Some system theoretic aspects of interest rate theory
scientific article; zbMATH DE number 1202758

    Statements

    Some system theoretic aspects of interest rate theory (English)
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    11 April 1999
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    realization theory
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    Lie algebras
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    finite-dimensional submanifold
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    interest rate model
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    forward rate model
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