Publication:3571475

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zbMath1212.91112MaRDI QIDQ3571475

Xue-Qiang Wang

Publication date: 8 July 2010


zbMATH Keywords

random field; forward rate; bond option; HJM condition


Mathematics Subject Classification ID

91G20: Derivative securities (option pricing, hedging, etc.)

60H15: Stochastic partial differential equations (aspects of stochastic analysis)





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