Application of statistical mechanics methodology to term-structure bond- pricing models (Q1197724)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Application of statistical mechanics methodology to term-structure bond- pricing models |
scientific article |
Statements
Application of statistical mechanics methodology to term-structure bond- pricing models (English)
0 references
16 January 1993
0 references
statistical mechanics
0 references
numerical techniques
0 references
path-integral methodologies
0 references
\(n\)-factor nonlinear models
0 references