scientific article; zbMATH DE number 5052224
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Publication:5486562
zbMath1191.91053MaRDI QIDQ5486562
Publication date: 11 September 2006
Full work available at URL: http://ebooks.worldscinet.com/ISBN/9789812702852/9789812702852_0002.html
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
bond marketterm structure of interest ratesutility maximizationWiener sheetgeneralized strategyInfinite-dimensional stochastic integration
Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80) Stochastic integrals (60H05) Portfolio theory (91G10)
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