Fractional term structure models: No-arbitrage and consistency (Q835070): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 13:57, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional term structure models: No-arbitrage and consistency |
scientific article |
Statements
Fractional term structure models: No-arbitrage and consistency (English)
0 references
27 August 2009
0 references
fractional Brownian motion
0 references
interest rate models
0 references
stochastic PDEs
0 references
invariant manifolds
0 references
