Moduli space for Gaussian term structure models with finite dimensional realizations (Q543049)
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scientific article; zbMATH DE number 5910205
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moduli space for Gaussian term structure models with finite dimensional realizations |
scientific article; zbMATH DE number 5910205 |
Statements
Moduli space for Gaussian term structure models with finite dimensional realizations (English)
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21 June 2011
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classification of HJM models
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term structures
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moduli space
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Lie algebra
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0.7939491271972656
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0.752216100692749
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