Application of statistical mechanics methodology to term-structure bond- pricing models (Q1197724)
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scientific article; zbMATH DE number 91869
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Application of statistical mechanics methodology to term-structure bond- pricing models |
scientific article; zbMATH DE number 91869 |
Statements
Application of statistical mechanics methodology to term-structure bond- pricing models (English)
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16 January 1993
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statistical mechanics
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numerical techniques
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path-integral methodologies
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\(n\)-factor nonlinear models
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0.7069945335388184
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0.7043816447257996
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0.7023082375526428
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0.6993611454963684
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0.6958704590797424
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