MODELING TERM STRUCTURE DYNAMICS: AN INFINITE DIMENSIONAL APPROACH (Q3023921): Difference between revisions

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Property / cites work: Towards a general theory of bond markets / rank
 
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Property / cites work: THE TERM STRUCTURE OF INTEREST RATES AS A GAUSSIAN RANDOM FIELD / rank
 
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Latest revision as of 09:28, 30 July 2024

scientific article
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English
MODELING TERM STRUCTURE DYNAMICS: AN INFINITE DIMENSIONAL APPROACH
scientific article

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    MODELING TERM STRUCTURE DYNAMICS: AN INFINITE DIMENSIONAL APPROACH (English)
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    6 July 2005
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    term structure of interest rates
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    forward rates
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    multifactor models
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    Hilbert space
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    stochastic PDE
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    random field
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