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Output details

10 - Mathematical Sciences

Output 38 of 357 in the submission

Article title

An n-dimensional Markov-functional interest rate model

Type

D - Journal article

DOI

Title of journal

Journal of Computational Finance

Article number

Volume number

Issue number

First page of article

ISSN of journal

1460-1559

Year of publication

2013

URL

Number of additional authors

Additional information

Interdisciplinary

Cross-referral requested

Research group

None

Proposed double-weighted

Double-weighted statement

Reserve for a double-weighted output

Non-English

English abstract