Interest rate models on Lie groups (Q3005817): Difference between revisions

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+https://doi.org/10.1080/14697680903468963
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+W2162122651
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+Some explicit formulas for the matrix exponential
@@ Property / cites work: Some explicit formulas for the matrix exponential / rank @@
+Normal rank
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+Q3954541
@@ Property / cites work: Q3954541 / rank @@
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@@ Property / cites work @@
+Numerical integration of ordinary differential equations on manifolds
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+On the geometry of the term structure of interest rates
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+Statistics on the manifold of multivariate normal distributions: theory and application to diffusion tensor MRI processing
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+High order Runge-Kutta methods on manifolds
@@ Property / cites work: High order Runge-Kutta methods on manifolds / rank @@
+Normal rank
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+Publication:3005817