The stochastic string model as a unifying theory of the term structure of interest rates (Q1619783)
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scientific article; zbMATH DE number 6978329
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The stochastic string model as a unifying theory of the term structure of interest rates |
scientific article; zbMATH DE number 6978329 |
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The stochastic string model as a unifying theory of the term structure of interest rates (English)
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13 November 2018
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stochastic string
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infinite-dimensional model
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term structure
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Mercer theorem
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principal component analysis
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derivatives pricing
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