Entropy and information in the interest rate term structure
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Publication:4646771
DOI10.1088/1469-7688/2/1/306zbMath1405.91660MaRDI QIDQ4646771
Dorje C. Brody, Lane P. Hughston
Publication date: 14 January 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/1469-7688/2/1/306
91G30: Interest rates, asset pricing, etc. (stochastic models)
94A17: Measures of information, entropy
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