Compact embeddings for spaces of forward rate curves
Fuente:
arXiv
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| Format: | Preprint |
| Veröffentlicht: |
2019
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| _version_ | 1866912999493599232 |
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| author | Tappe, Stefan |
| author_facet | Tappe, Stefan |
| contents | The goal of this note 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_1907_01437 |
| institution | arXiv |
| publishDate | 2019 |
| record_format | arxiv |
| spellingShingle | Compact embeddings for spaces of forward rate curves Tappe, Stefan Functional Analysis Probability Mathematical Finance 91G80, 46E35 The goal of this note 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. |
| title | Compact embeddings for spaces of forward rate curves |
| topic | Functional Analysis Probability Mathematical Finance 91G80, 46E35 |
| url | https://arxiv.org/abs/1907.01437 |