MODELING TERM STRUCTURE DYNAMICS: AN INFINITE DIMENSIONAL APPROACH (Q3023921): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / cites work | |||
| Property / cites work: Towards a general theory of bond markets / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Phenomenology of the interest rate curve / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Theory of Financial Risk and Derivative Pricing / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: THE TERM STRUCTURE OF INTEREST RATES AS A GAUSSIAN RANDOM FIELD / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q2756619 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3850880 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3125901957 / rank | |||
Normal rank | |||
Latest revision as of 10:28, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MODELING TERM STRUCTURE DYNAMICS: AN INFINITE DIMENSIONAL APPROACH |
scientific article |
Statements
MODELING TERM STRUCTURE DYNAMICS: AN INFINITE DIMENSIONAL APPROACH (English)
0 references
6 July 2005
0 references
term structure of interest rates
0 references
forward rates
0 references
multifactor models
0 references
Hilbert space
0 references
stochastic PDE
0 references
random field
0 references
0 references
