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~isPartOf:"Computational Statistics"
~isPartOf:"Discussion Paper / Tilburg University, Center for Economic Research"
~isPartOf:"Finance and stochastics"
~subject:"Markov chain"
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Stochastic evolution
equations
in Banach spaces and applications to the Heath-Jarrow-Morton-Musiela
equations
Brzeźniak, Zdzisław
;
Kok, Tayfun
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 959-1006
Persistent link: https://www.econbiz.de/10011946590
Saved in:
2
Forward transition rates
Buchardt, Kristian
;
Furrer, Christian
;
Steffensen, Mogens
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 975-999
Persistent link: https://www.econbiz.de/10012114667
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