Pages that link to "Item:Q2748083"
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The following pages link to Interest rates and information geometry (Q2748083):
Displaying 17 items.
- Interest rate theory and geometry (Q604623) (← links)
- Ab initio yield curve dynamics (Q936899) (← links)
- Gaussian random bridges and a geometric model for information equilibrium (Q2150142) (← links)
- Fisher information and equilibrium distributions in econophysics (Q2383373) (← links)
- An alternative approach on the existence of affine realizations for HJM term structure models (Q2997301) (← links)
- On the geometry of the term structure of interest rates (Q3043429) (← links)
- Rational term structure models with geometric Lévy martingales (Q3145086) (← links)
- (Q3158098) (← links)
- TERM STRUCTURE OF VANILLA OPTIONS (Q3503047) (← links)
- SOCIAL DISCOUNTING AND THE LONG RATE OF INTEREST (Q4635043) (← links)
- Entropy and information in the interest rate term structure (Q4646771) (← links)
- Information Geometry in Portfolio Theory (Q4967757) (← links)
- Analytic bond pricing for short rate dynamics evolving on matrix Lie groups (Q5001114) (← links)
- CONDITIONAL DENSITY MODELS FOR ASSET PRICING (Q5389098) (← links)
- Nonequilibrium geometric no-arbitrage principle and asset pricing theorem (Q6045929) (← links)
- A non-equilibrium geometric no-arbitrage principle (Q6172236) (← links)
- Information geometry and Bose-Einstein condensation (Q6573465) (← links)