A Quantum Field Theory Term Structure Model Applied to Hedging (Q5696861): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q2137615 |
Changed an Item |
||
Property / author | |||
Property / author: Belal Ehsan Baaquie / rank | |||
Normal rank |
Revision as of 14:15, 1 March 2024
scientific article; zbMATH DE number 2216241
Language | Label | Description | Also known as |
---|---|---|---|
English | A Quantum Field Theory Term Structure Model Applied to Hedging |
scientific article; zbMATH DE number 2216241 |
Statements
A Quantum Field Theory Term Structure Model Applied to Hedging (English)
0 references
19 October 2005
0 references
bond portfolio
0 references
hedging
0 references
field theory model
0 references
variance minimization
0 references