Markovian Term Structure Models in Discrete Time

By Damir Filipovi'c, Jerzy Zabczyk. 2002

49 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/f0f21c34e48b453deec66a1aab00aeac1b407aa2