LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION (Q3423399): Difference between revisions
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Property / cites work: QUADRATIC TERM STRUCTURE MODELS FOR RISK‐FREE AND DEFAULTABLE RATES / rank | |||
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Latest revision as of 14:08, 25 June 2024
scientific article
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English | 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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