No label defined (Q2771110)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
6 February 2003
0 references
interest rates
0 references
financial modeling
0 references
stochastic analysis
0 references
forward interest rates
0 references
stochastic partial differential equation
0 references
forward rate processes
0 references
discounted bond prices
0 references
martingales
0 references
