DOI
10.31390/cosa.5.2.11
Recommended Citation
Hyndman, Cody Blaine
(2011)
"Stochastic Jacobians in affine term-structure models: a local property,"
Communications on Stochastic Analysis: Vol. 5:
No.
2, Article 11.
DOI: 10.31390/cosa.5.2.11
Available at:
https://digitalcommons.lsu.edu/cosa/vol5/iss2/11