An infinite factor model for the interest rate derivatives

Arunabha Bagchi (Invited speaker)

    Activity: Talk or presentationOral presentation

    Description

    Opmerking: Invited Plaats van uitgifte: Konstanz, Germany
    Period5 Oct 2000
    Event titleWorkshop of the Mathematical Finance Research Project 2000
    Event typeWorkshop
    LocationKonstanz, Germany, Baden-Württemberg

    Keywords

    • METIS-141983