Markovian Term Structure Models in Discrete Time

Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

Originalsprache	Englisch
Seiten (von - bis)	710 - 729
Fachzeitschrift	Annals of Applied Probability
Jahrgang	12
Publikationsstatus	Veröffentlicht - 1 Feb. 2002

Zitat

@article{49d375ab2eab4cc3a8f7067a6a33f25b,

title = "Markovian Term Structure Models in Discrete Time",

author = "Damir Filipovic and Jerzy Zabczyk",

year = "2002",

month = feb,

day = "1",

language = "English",

volume = "12",

pages = "710 -- 729",

journal = "Annals of Applied Probability",

issn = "1050-5164",

publisher = "Institute of Mathematical Statistics",

}