filipovic.zabczyk:02:markovian¶
BibTeX Entry:
@article{filipovic.zabczyk:02:markovian,
author = {Filipovi\'{c}, Damir and Zabczyk, Jerzy},
doi = {10.1214/aoap/1026915622},
fjournal = {The Annals of Applied Probability},
issn = {1050-5164},
journal = {Ann. Appl. Probab.},
mrclass = {60J05 (91B28)},
mrnumber = {1910646},
mrreviewer = {Chryssoula Ganatsiou},
number = {2},
pages = {710--729},
title = {Markovian term structure models in discrete time},
url = {https://doi.org/10.1214/aoap/1026915622},
volume = {12},
year = {2002}
}