The original thinking about this paper was motivated by some discussion we had many years ago with Professor Tomas Björk: it is a pleasure to acknowledge our debt. We would also like to thank the anonymous referees for some valuable suggestions which helped to considerably improve the paper.
ARBITRAGE-FREE MULTIFACTOR TERM STRUCTURE MODELS: A THEORY BASED ON STOCHASTIC CONTROL
Version of Record online: 19 JUN 2012
© 2012 Wiley Periodicals, Inc.
Volume 23, Issue 4, pages 659–686, October 2013
How to Cite
Gombani, A. and Runggaldier, W. J. (2013), ARBITRAGE-FREE MULTIFACTOR TERM STRUCTURE MODELS: A THEORY BASED ON STOCHASTIC CONTROL. Mathematical Finance, 23: 659–686. doi: 10.1111/j.1467-9965.2012.00527.x
- Issue online: 5 AUG 2013
- Version of Record online: 19 JUN 2012
- Manuscript received September 2010; final revision received August 2011.
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