✦ LIBER ✦

Stochastic Analysis with Applications to Mathematical Finance || Finite-Dimensional Markovian Realizations for Stochastic Volatility Forward-Rate Models

✍ Scribed by Tomas Björk, Camilla Landén and Lars Svensson

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Finite-dimensional Markovian realization

✍ Bjork, T.; Landen, C.; Svensson, L. 📂 Article 📅 2004 🏛 The Royal Society 🌐 English ⚖ 426 KB

Stochastic Analysis with Applications to

✍ Mark H. A. Davis 📂 Article 📅 2004 🏛 The Royal Society 🌐 English ⚖ 556 KB

Stochastic Analysis with Applications to

✍ Dorje C. Brody and Lane P. Hughston 📂 Article 📅 2004 🏛 The Royal Society 🌐 English ⚖ 650 KB