MODELING TERM STRUCTURE DYNAMICS: AN INFINITE DIMENSIONAL APPROACH (Q3023921): Difference between revisions
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Revision as of 11:03, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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