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arXiv · 1907.01437

Compact embeddings for spaces of forward rate curves

Stefan Tappe
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Abstract

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.

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Stefan Tappe. 2019-07-02. Compact embeddings for spaces of forward rate curves. https://doi.org/10.1155/2013%2F709505

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