Application of statistical mechanics methodology to term-structure bond- pricing models

DOI10.1016/0895-7177(91)90107-IzbMath0754.60124OpenAlexW2158722218WikidataQ58388225 ScholiaQ58388225MaRDI QIDQ1197724

Michael F. Wehner, Lester Ingber, George M. Jabbour, Theodore M. Barnhill

Publication date: 16 January 1993

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0895-7177(91)90107-i

zbMATH Keywords

statistical mechanicsnumerical techniques\(n\)-factor nonlinear modelspath-integral methodologies

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Auctions, bargaining, bidding and selling, and other market models (91B26)

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Uses Software

• Algorithm 500

Cites Work

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