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zbMath1212.91112MaRDI QIDQ3571475

Xue-Qiang Wang

Publication date: 8 July 2010

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

random field forward rate bond option HJM condition

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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