Interest rates and information geometry (Q2748083)

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Interest rates and information geometry
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    title
    Interest rates and information geometry (English)
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    author
    Dorje C. Brody
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    Lane P. Hughston
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    publication date
    6 February 2003
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    zbMATH DE Number
    1658876
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    zbMATH Keywords
    term structure
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    density
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    yield curves
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    interest rate dynamics
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