LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION (Q3423399): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/j.1467-9965.2006.00287.x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1480752078 / rank | |||
Normal rank | |||
Revision as of 20:10, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION |
scientific article |
Statements
LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION (English)
0 references
22 February 2007
0 references
Wiener-Ito expansion
0 references
state price density approach
0 references
quadratic Wiener functional
0 references
Hilbert-Schmidt operators
0 references
