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THE EIGENFUNCTION EXPANSION METHOD IN MULTI‐FACTOR QUADRATIC TERM STRUCTURE MODELS - MaRDI portal

THE EIGENFUNCTION EXPANSION METHOD IN MULTI‐FACTOR QUADRATIC TERM STRUCTURE MODELS (Q3502163)

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THE EIGENFUNCTION EXPANSION METHOD IN MULTI‐FACTOR QUADRATIC TERM STRUCTURE MODELS
scientific article

    Statements

    title
    THE EIGENFUNCTION EXPANSION METHOD IN MULTI‐FACTOR QUADRATIC TERM STRUCTURE MODELS (English)
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    author
    Nina Boyarchenko
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    Sergei Levendorskii
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    publication date
    22 May 2008
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    Identifiers

    zbMATH DE Number
    5278214
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    OpenAlex ID
    W3122118911
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