Compact Embeddings for Spaces of Forward Rate Curves

dc.identifier.uri	http://dx.doi.org/10.15488/1610
dc.identifier.uri	http://www.repo.uni-hannover.de/handle/123456789/1635
dc.contributor.author	Tappe, Stefan
dc.date.accessioned	2017-06-14T12:34:50Z
dc.date.available	2017-06-14T12:34:50Z
dc.date.issued	2013
dc.identifier.citation	Tappe, Stefan: Compact Embeddings for Spaces of Forward Rate Curves. In: Abstract and Applied Analysis 2013 (2013), 709505. DOI: https://doi.org/10.1155/2013/709505
dc.description.abstract	The goal of this paper is to prove a compact embedding result for spaces of forward rate curves. As a consequence of this result, we show that any forward rate evolution can be approximated by a sequence of finite dimensional processes in the larger state space.	eng
dc.language.iso	eng
dc.publisher	New York, NY : Hindawi Publishing Corporation
dc.relation.ispartofseries	Abstract and Applied Analysis 2013 (2013)
dc.rights	CC BY 3.0 Unported
dc.rights.uri	https://creativecommons.org/licenses/by/3.0/
dc.subject	term structure models	eng
dc.subject	existence	eng
dc.subject.ddc	510 \| Mathematik	ger
dc.title	Compact Embeddings for Spaces of Forward Rate Curves	eng
dc.type	Article
dc.type	Text
dc.relation.issn	1085-3375
dc.relation.doi	https://doi.org/10.1155/2013/709505
dc.bibliographicCitation.volume	2013
dc.bibliographicCitation.firstPage	709505
dc.description.version	publishedVersion
tib.accessRights	frei zug�nglich

Name: 709505.pdf

Größe: 1.869Mb

Format: PDF

Die Publikation erscheint in Sammlung(en):

Fakultät für Mathematik und Physik
Frei zugängliche Publikationen aus der Fakultät für Mathematik und Physik