A non-parametric calibration of the HJM geometry: An application of Itô calculus to financial statistics

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Publication:1000328

DOI10.1007/s11537-007-0666-7zbMath1171.35025OpenAlexW2003434757MaRDI QIDQ1000328

Maria Elvira Mancino, Paul Malliavin, Maria Cristina Recchioni

Publication date: 6 February 2009

Published in: Japanese Journal of Mathematics. 3rd Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11537-007-0666-7



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