LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION (Q3423399): Difference between revisions
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Revision as of 12:10, 5 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)
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22 February 2007
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Wiener-Ito expansion
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state price density approach
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quadratic Wiener functional
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Hilbert-Schmidt operators
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