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Markov properties of stationary Gaussian term structure models

G. W. P. Thompson

Publication Data

Title Markov properties of stationary Gaussian term structure models
Author G. W. P. Thompson
Publisher Judge Institute of Management Studies
Publication date 2002
Publication location Cambridge
Language English

Descriptive Notes

Includes bibliographical references.

Topics

Markov processes
Gaussian processes
Interest rates :: Mathematical models

Catalogue Data

OBNB ID GBA258482
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 16 p.

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Markov properties of stationary Gaussian term structure models by G. W. P. Thompson. Published by Judge Institute of Management Studies in 2002. Publication and catalogue information, links to buy online and reader comments.

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