A model of the term structure of interest rates based on Lévy fields (Q2485808): Difference between revisions

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+Functional analysis. Vol. 1-2. Transl. from the Russian by Peter V. Malyshev
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+THE TERM STRUCTURE OF INTEREST RATES AS A GAUSSIAN RANDOM FIELD
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+ORTHOGONAL DECOMPOSITIONS FOR LÉVY PROCESSES WITH AN APPLICATION TO THE GAMMA, PASCAL, AND MEIXNER PROCESSES
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