STOCHASTIC HYPERBOLIC DYNAMICS FOR INFINITE‐DIMENSIONAL FORWARD RATES AND OPTION PRICING (Q5464334): Difference between revisions
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1111/j.0960-1627.2005.00209.x / rank | |||
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| Property / OpenAlex ID: W3125794713 / rank | |||
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| Property / cites work: Towards a general theory of bond markets / rank | |||
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| Property / cites work: Bond Market Structure in the Presence of Marked Point Processes / rank | |||
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| Property / cites work: Stochastic Equations in Infinite Dimensions / rank | |||
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Latest revision as of 15:20, 10 June 2024
scientific article; zbMATH DE number 2195371
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | STOCHASTIC HYPERBOLIC DYNAMICS FOR INFINITE‐DIMENSIONAL FORWARD RATES AND OPTION PRICING |
scientific article; zbMATH DE number 2195371 |
Statements
STOCHASTIC HYPERBOLIC DYNAMICS FOR INFINITE‐DIMENSIONAL FORWARD RATES AND OPTION PRICING (English)
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17 August 2005
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European options
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completeness
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