Interest rate models on Lie groups (Q3005817): Difference between revisions

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+Some explicit formulas for the matrix exponential
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+Normal rank
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+Q3954541
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+Normal rank
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+Numerical integration of ordinary differential equations on manifolds
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+On the geometry of the term structure of interest rates
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+Statistics on the manifold of multivariate normal distributions: theory and application to diffusion tensor MRI processing
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+High order Runge-Kutta methods on manifolds
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+Normal rank