Title: Multifactor models of the term structure of interest rates
Authors: El Karoui, Nicole
Lacoste, Vincent Centre d'Etudes et de Recherche de l'Ecole Superieure des Sciences Economiques et Commerciales (CERESSEC), 95 - Cergy-Pontoise (France)
Keywords: Multifactor models of the term structure of interest rates [ State variables; Arbitrage theory; Markovian processes]