A chaotic approach to interest rate modelling
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Publication:1776025
DOI10.1007/s00780-004-0135-6zbMath1063.91033OpenAlexW2024571423MaRDI QIDQ1776025
Lane P. Hughston, Avraam Rafailidis
Publication date: 20 May 2005
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00780-004-0135-6
Wiener chaosHeath-Jarrow-Morton theoryarbitrage free term-structure dynamicsFlesaker-Hughston framework
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
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