Compact Embeddings for Spaces of Forward Rate Curves
Author
Source
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-6, 6 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-10-03
Country of Publication
Egypt
No. of Pages
6
Main Subjects
Abstract EN
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.
American Psychological Association (APA)
Tappe, Stefan. 2013. Compact Embeddings for Spaces of Forward Rate Curves. Abstract and Applied Analysis،Vol. 2013, no. 2013, pp.1-6.
https://search.emarefa.net/detail/BIM-492357
Modern Language Association (MLA)
Tappe, Stefan. Compact Embeddings for Spaces of Forward Rate Curves. Abstract and Applied Analysis No. 2013 (2013), pp.1-6.
https://search.emarefa.net/detail/BIM-492357
American Medical Association (AMA)
Tappe, Stefan. Compact Embeddings for Spaces of Forward Rate Curves. Abstract and Applied Analysis. 2013. Vol. 2013, no. 2013, pp.1-6.
https://search.emarefa.net/detail/BIM-492357
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-492357
