A functional transformation approach to interest rate modelling

S LUO, J A YAN, Qiang ZHANG

Research output: Chapters, Conference Papers, Creative and Literary WorksRGC 12 - Chapter in an edited book (Author)

Original languageEnglish
Title of host publicationStochastic processes, finance and control
Subtitle of host publicationa festschrift in honor of Robert J. Elliott
EditorsSamuel N. Cohen, Dilip Madan, Tak Kuen Siu, Hailiang Yang
Place of PublicationSingapore;London
PublisherWorld Scientific
Pages303-316
ISBN (Print)9789814383301
Publication statusPublished - Oct 2012

Publication series

NameAdvances in statistics, probablity and actuarial science
Volume1

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