Open Access
2013 Compact Embeddings for Spaces of Forward Rate Curves
Stefan Tappe
Abstr. Appl. Anal. 2013: 1-6 (2013). DOI: 10.1155/2013/709505


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.


Download Citation

Stefan Tappe. "Compact Embeddings for Spaces of Forward Rate Curves." Abstr. Appl. Anal. 2013 1 - 6, 2013.


Published: 2013
First available in Project Euclid: 27 February 2014

zbMATH: 07095259
MathSciNet: MR3111796
Digital Object Identifier: 10.1155/2013/709505

Rights: Copyright © 2013 Hindawi

Vol.2013 • 2013
Back to Top