MODELING TERM STRUCTURE DYNAMICS: AN INFINITE DIMENSIONAL APPROACH (Q3023921)
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scientific article; zbMATH DE number 2186806
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| English | MODELING TERM STRUCTURE DYNAMICS: AN INFINITE DIMENSIONAL APPROACH |
scientific article; zbMATH DE number 2186806 |
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MODELING TERM STRUCTURE DYNAMICS: AN INFINITE DIMENSIONAL APPROACH (English)
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6 July 2005
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term structure of interest rates
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forward rates
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multifactor models
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Hilbert space
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stochastic PDE
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random field
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0.8152267932891846
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0.8145871162414551
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0.810734748840332
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0.8089054226875305
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