Application of statistical mechanics methodology to term-structure bond- pricing models (Q1197724)

From MaRDI portal
Revision as of 10:57, 30 July 2024 by Openalex240730090724 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision β†’ (diff)
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
    0 references
    0 references
    0 references
    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

    Identifiers