On the geometry of the term structure of interest rates
type: Item
instance of: scholarly article
title: On the geometry of the term structure of interest rates
zbMATH Open document ID: 1048.60045
author: Damir Filipović
author: Josef Teichmann
publication date: 2004-08-06T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 58J65
Mathematics Subject Classification ID: 91G30
zbMATH DE Number: 2083900
zbMATH Keywords: affine term structure
zbMATH Keywords: analysis on Fréchet spaces
zbMATH Keywords: hypoellipticity
zbMATH Keywords: finite-dimensional invariant submanifolds
zbMATH Keywords: Frobenius theorem
zbMATH Keywords: interest-rate models
MaRDI profile type: Publication
full work available at URL: rspa.2003.1238
OpenAlex ID: W2121121436
DOI: 10.1098/RSPA.2003.1238
published in: Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences
description: scientific article