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Finite-dimensional Markovian realizations for stochastic volatility forward-rate models

✍ Scribed by Bjork, T.; Landen, C.; Svensson, L.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Stochastic Analysis with Applications to

✍ Tomas Björk, Camilla Landén and Lars Svensson 📂 Article 📅 2004 🏛 The Royal Society 🌐 English ⚖ 651 KB

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On the Existence of Finite-Dimensional R

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