On finite dimensional realizations for the term structure of futures prices
Tomas Björk and Magnus Blix; Camilla Landén
| Year of publication: |
2006
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|---|---|
| Authors: | Björk, Tomas ; Blix, Magnus ; Landén, Camilla |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 9.2006, 3, p. 281-314
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| Subject: | Derivat | Derivative | Volatilität | Volatility | Markov-Kette | Markov chain | Zustandsraummodell | State space model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003344282