Proposes an alternative approach for proving existence of affine realizations in a wide class of HJM term structure models while supplementing known results and offering geometric insights.
(1997): The convenient setting of Global Analysis, Mathematical Sur- veys and Monographs 53, American Mathematical Society, Providence
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An alternative approach on the existence of affine realizations for HJM term structure models
Proposes an alternative approach for proving existence of affine realizations in a wide class of HJM term structure models while supplementing known results and offering geometric insights.