Separable Term Structures and the Maximal Degree Problem

Damir Filipovic

Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Forschung › Begutachtung

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@article{5b772d96a16d4bce8d55fda6db541323,

title = "Separable Term Structures and the Maximal Degree Problem",

author = "Damir Filipovic",

year = "2002",

month = feb,

day = "1",

language = "English",

volume = "12",

pages = "341 -- 349",

journal = "Mathematical Finance",

issn = "0960-1627",

publisher = "Wiley-Blackwell Publishing Ltd",

}