Compact embeddings for spaces of forward rate curves

Stefan Tappe

Papers from arXiv.org

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.

Date: 2019-07
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Published in Abstract and Applied Analysis, vol. 2013, Article ID 709505, 6 pages

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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1907.01437

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