Compact embeddings for spaces of forward rate curves (Q2318998)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Compact embeddings for spaces of forward rate curves |
scientific article |
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Compact embeddings for spaces of forward rate curves (English)
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16 August 2019
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Summary: The goal of this paper is to prove a compact embedding result for spaces of forward rate curves. As a consequence of this result, we show that any forward rate evolution can be approximated by a sequence of finite dimensional processes in the larger state space.
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