COHERENT CHAOS INTEREST-RATE MODELS (Q5256833)
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scientific article; zbMATH DE number 6452367
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | COHERENT CHAOS INTEREST-RATE MODELS |
scientific article; zbMATH DE number 6452367 |
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COHERENT CHAOS INTEREST-RATE MODELS (English)
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29 June 2015
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pricing kernel
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conditional variance representation
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Wiener chaos expansion
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Fock space
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coherent states
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