LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION (Q3423399): Difference between revisions

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Latest revision as of 14:08, 25 June 2024

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LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION
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    LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION (English)
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    22 February 2007
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    Wiener-Ito expansion
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    state price density approach
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    quadratic Wiener functional
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    Hilbert-Schmidt operators
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