Abstract
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.
Citation
Stefan Tappe. "Compact Embeddings for Spaces of Forward Rate Curves." Abstr. Appl. Anal. 2013 1 - 6, 2013. https://doi.org/10.1155/2013/709505