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Entropy and information in the interest rate term structure - MaRDI portal

Entropy and information in the interest rate term structure

From MaRDI portal
Publication:4646771

DOI10.1088/1469-7688/2/1/306zbMath1405.91660OpenAlexW2167922634MaRDI QIDQ4646771

Dorje C. Brody, Lane P. Hughston

Publication date: 14 January 2019

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/1469-7688/2/1/306



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