Björk, Tomas (contributor); Landén, Camilla (contributor); … - 2002 - [Elektronische Ressource], This version: May 6, 2002
arbitrary functional of the entire forward rate curve r,aswellasafunction
of the k-dimensional variable y. We may also view each … w.r.t. the vector variable r
and similarly for the other terms.
Written as a single equation on
^
H we thus have
d^r
t …