THE EIGENFUNCTION EXPANSION METHOD IN MULTI-FACTOR...

Mathematical Finance 2007 Vol. 17; Iss. 4

THE EIGENFUNCTION EXPANSION METHOD IN MULTI-FACTOR QUADRATIC TERM STRUCTURE MODELS

Nina Boyarchenko, Sergei Levendorskiǐ
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Volume:
17
Year:
2007
Language:
english
Pages:
37
DOI:
10.1111/j.1467-9965.2007.00314.x
File:
PDF, 294 KB
english, 2007
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