Natural finite dimensional HJM models are NON-affine.

Eisenberg, P. (Speaker)

Institute for Statistics and Mathematics

Activity: Talk or presentation › Science to science

Period	11 Jun 2024
Event title	4th Italian Meeting on Probability and Mathematical Statistics
Event type	Conference
Location	Rome, ItalyShow on map

Documents & Links

https://probabilityrome2024.it/pr2024/program/

Related content

Publications
Statistically Consistent Term Structures Have Affine Geometry
Publication: Scientific journal › Journal article › peer-review