A NOTE ON THE DAI-SINGLETON CANONICAL REPRESENTATION OF AFFINE TERM STRUCTURE MODELS
| Year of publication: |
2010
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| Authors: | Cheridito, Patrick ; Filipovic, Damir ; Kimmel, Robert L. |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 20.2010, 3, p. 509-520
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