Stochastic invariance and consistency of financial models

Atti della Accademia Nazionale dei Lincei, Classe di Scienze Fisiche, Matematiche e Naturali, Rendiconti Lincei Matematica E Applicazioni

Volumn 11, Issue 2, 2000, Pages 67-80

  Zabczyk, Jerzy ^a  

^a INSTITUTE OF MATHEMATICS   (Poland)

Author keywords

Consistency; Forward curve; Invariant sets; Stochastic equations

Indexed keywords

EID: 0005334940     PISSN: 11206330     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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