Efficient Factor Models For Yield Curve Dynamics
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Publication:5715999
DOI10.1080/10920277.2004.10596173zbMath1085.60513OpenAlexW1584896074MaRDI QIDQ5715999
Publication date: 6 January 2006
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2004.10596173
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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