Interest rate models: an infinite dimensional stochastic analysis perspective
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Publication:2497074
zbMath1124.91030MaRDI QIDQ2497074
Michael R. Tehranchi, René A. Carmona
Publication date: 27 July 2006
Published in: Springer Finance (Search for Journal in Brave)
Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Martingales with continuous parameter (60G44) Interest rates, asset pricing, etc. (stochastic models) (91G30) Stochastic calculus of variations and the Malliavin calculus (60H07)
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