STOCHASTIC HYPERBOLIC DYNAMICS FOR INFINITE‐DIMENSIONAL FORWARD RATES AND OPTION PRICING
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Publication:5464334
DOI10.1111/j.0960-1627.2005.00209.xzbMath1113.91016MaRDI QIDQ5464334
Arunabha Bagchi, Shin Ichi Aihara
Publication date: 17 August 2005
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.0960-1627.2005.00209.x
91G20: Derivative securities (option pricing, hedging, etc.)