Fractional term structure models: No-arbitrage and consistency (Q835070): Difference between revisions

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Latest revision as of 22:40, 1 July 2024

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Fractional term structure models: No-arbitrage and consistency
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    Fractional term structure models: No-arbitrage and consistency (English)
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    27 August 2009
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    fractional Brownian motion
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    interest rate models
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    stochastic PDEs
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    invariant manifolds
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