Discrete-time interest rate modelling
Discrete-time interest rate modelling
Progress in Analysis and Its Applications, pp. 417-423 (2010) No AccessDiscrete-time interest rate modellingLane P. Hughston and Andrea MacrinaLane P. HughstonDepartment of Mathematics, Imperial College London, London SW7 2AZ, UK and Andrea MacrinaDepartment of Mathematics, King's College London, London WC2R 2LS, UKKyoto Institute of Economic Research, Kyoto University, Kyoto 606-8501, …