STOCHASTIC HYPERBOLIC DYNAMICS FOR INFINITE‐DIMENSIONAL FORWARD RATES AND OPTION PRICING (Q5464334): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Towards a general theory of bond markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bond Market Structure in the Presence of Marked Point Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Equations in Infinite Dimensions / rank
 
Normal rank

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)
    0 references
    0 references
    0 references
    17 August 2005
    0 references
    0 references
    European options
    0 references
    completeness
    0 references
    0 references