Terra Cognita

Multivariate Feller conditions in term structure models: Why do(n't) we care?

arxiv-nonexclusive link only — licence forbids redistribution arxiv 2008

Peter Spreij, Enno Veerman, Peter Vlaar

arXiv preprint (q-fin.ST, math.PR, math.ST).

Source ↗

ABSTRACT · 0.0 MB · sha256 2a2a379b965f…

Concepts this teaches

Not yet mapped to any concept.

A resource only becomes useful here once a curator has anchored it to concepts at specific pages. Until then it is a book on a shelf.