STOCHASTIC HYPERBOLIC DYNAMICS FOR INFINITE‐DIMENSIONAL FORWARD RATES AND OPTION PRICING (Q5464334)
From MaRDI portal
scientific article; zbMATH DE number 2195371
Language | Label | Description | Also known as |
---|---|---|---|
English | STOCHASTIC HYPERBOLIC DYNAMICS FOR INFINITE‐DIMENSIONAL FORWARD RATES AND OPTION PRICING |
scientific article; zbMATH DE number 2195371 |
Statements
STOCHASTIC HYPERBOLIC DYNAMICS FOR INFINITE‐DIMENSIONAL FORWARD RATES AND OPTION PRICING (English)
0 references
17 August 2005
0 references
European options
0 references
completeness
0 references