Markovian Term Structure Models in Discrete Time

Publication: Scientific journal › Journal article › peer-review

Original language	English
Pages (from-to)	710 - 729
Journal	Annals of Applied Probability
Volume	12
Publication status	Published - 1 Feb 2002

Cite this

@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",

}