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COHERENT CHAOS INTEREST-RATE MODELS - MaRDI portal

COHERENT CHAOS INTEREST-RATE MODELS (Q5256833)

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scientific article; zbMATH DE number 6452367
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COHERENT CHAOS INTEREST-RATE MODELS
scientific article; zbMATH DE number 6452367

    Statements

    title
    COHERENT CHAOS INTEREST-RATE MODELS (English)
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    author
    Dorje C. Brody
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    Stala Hadjipetri
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    publication date
    29 June 2015
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    zbMATH Keywords
    pricing kernel
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    conditional variance representation
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    Wiener chaos expansion
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    Fock space
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    coherent states
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    Identifiers

    zbMATH DE Number
    6452367
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    Wikidata QID
    Q62272427
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    arXiv ID
    1403.3362
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    OpenAlex ID
    W3099937413
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