LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION (Q3423399): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 19:38, 4 February 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
