Minimal realizations of interest rate models

• 1 August 1999
• journal article
• Published by Springer Nature in Finance and Stochastics
• Vol. 3  (4) , 413-432
• https://doi.org/10.1007/s007800050069

Abstract

Keywords

• MODELS
• STRUCTURE
• FINITE
• INTEREST
• DIFFERENTIAL
• PRICES
• MINIMAL REALIZATION
• FORWARD RATES