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scientific article; zbMATH DE number 912570

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Publication:4887229
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zbMath0854.90011MaRDI QIDQ4887229

Rui Kan, J. Darrell Duffie

Publication date: 1 August 1996


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

surveyMarkov diffusionmulti-factor structure models


Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Economic growth models (91B62)


Related Items (1)

A non-parametric calibration of the HJM geometry: An application of Itô calculus to financial statistics







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