Wiener chaos and the Cox–Ingersoll–Ross model (Q5422670)
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scientific article; zbMATH DE number 5206151
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wiener chaos and the Cox–Ingersoll–Ross model |
scientific article; zbMATH DE number 5206151 |
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Wiener chaos and the Cox–Ingersoll–Ross model (English)
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30 October 2007
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interest-rate models
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Wiener chaos
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functional integrals
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squared Gaussian models
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