Fractional term structure models: No-arbitrage and consistency (Q835070): Difference between revisions
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Revision as of 01:20, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional term structure models: No-arbitrage and consistency |
scientific article |
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Fractional term structure models: No-arbitrage and consistency (English)
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27 August 2009
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fractional Brownian motion
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interest rate models
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stochastic PDEs
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invariant manifolds
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