LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION (Q3423399)
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scientific article; zbMATH DE number 5129282
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| English | LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION |
scientific article; zbMATH DE number 5129282 |
Statements
LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION (English)
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22 February 2007
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Wiener-Ito expansion
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state price density approach
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quadratic Wiener functional
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Hilbert-Schmidt operators
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0.7676486968994141
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0.7486260533332825
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0.7371906638145447
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0.7337844371795654
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0.7243014574050903
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