Chaos and coherence: a new framework for interest–rate modelling (Q3043427)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Chaos and coherence: a new framework for interest–rate modelling |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Chaos and coherence: a new framework for interest–rate modelling |
scientific article |
Statements
Chaos and coherence: a new framework for interest–rate modelling (English)
0 references
6 August 2004
0 references
interest-rate models
0 references
Heath-Jarrow-Morton theory
0 references
Flesaker-Hughston framework
0 references
Wiener chaos
0 references
coherent-state method
0 references
