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Discrete soliton ratchets driven by biharmonic fields

โœ Scribed by Zolotaryuk, Yaroslav; Salerno, Mario


Book ID
120537974
Publisher
The American Physical Society
Year
2006
Tongue
English
Weight
509 KB
Volume
73
Category
Article
ISSN
1063-651X

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Forward interest rate curves in discrete
โœ J. Gรกll; G. Pap; M.C.A. van Zuijlen ๐Ÿ“‚ Article ๐Ÿ“… 2006 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 576 KB

ln this paper, we study the term structure of forward interest rates in discrete time settings. We introduce a generalisation of the classical Heath-Jarrow-Morton type models. The forward rates corresponding to different time to maturity values will be equipped with different driving processes. In t