Chaos and coherence: a new framework for interest–rate modelling
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Publication:3043427
DOI10.1098/rspa.2003.1236zbMath1099.91057OpenAlexW2005178886WikidataQ62272469 ScholiaQ62272469MaRDI QIDQ3043427
Dorje C. Brody, Lane P. Hughston
Publication date: 6 August 2004
Published in: Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1098/rspa.2003.1236
Wiener chaoscoherent-state methodHeath-Jarrow-Morton theoryFlesaker-Hughston frameworkinterest-rate models
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