| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4603226 | Linear Algebra and its Applications | 2007 | 17 Pages |
Abstract
In this paper we study the ordering properties of the first two eigenvectors entries of the correlation matrices for forward rates in a relevant class of models. A conjecture for the third eigenvector entries behavior is given.
Related Topics
Physical Sciences and Engineering
Mathematics
Algebra and Number Theory
