Infinite dimensional diffusions, Kolmogorov equations and interest rate models

Authors
Goldys, B Musiela, M
Citation
B. Goldys et M. Musiela, Infinite dimensional diffusions, Kolmogorov equations and interest rate models, HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT, 2001, pp. 314-335
Categorie Soggetti
Current Book Contents
Journal title
HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT → ACNP
Year of publication
2001
Pages
314 - 335
Database
ISI
SICI code