MODELING TERM STRUCTURE DYNAMICS: AN INFINITE DIMENSIONAL APPROACH (Q3023921): Difference between revisions

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Revision as of 09:26, 5 March 2024

scientific article
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MODELING TERM STRUCTURE DYNAMICS: AN INFINITE DIMENSIONAL APPROACH
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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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