Chaos and coherence: a new framework for interest–rate modelling (Q3043427)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Chaos and coherence: a new framework for interest–rate modelling |
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Chaos and coherence: a new framework for interest–rate modelling (English)
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6 August 2004
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interest-rate models
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Heath-Jarrow-Morton theory
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Flesaker-Hughston framework
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Wiener chaos
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coherent-state method
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