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

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Property / full work available at URL: https://doi.org/10.1111/j.1467-9965.2006.00287.x / rank
 
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Property / OpenAlex ID: W1480752078 / rank
 
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Latest revision as of 14:08, 25 June 2024

scientific article
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LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION
scientific article

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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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