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Publication:5072617

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DOI10.1142/9789811246494_0005zbMath1486.91084arXiv0905.0072OpenAlexW4214623324MaRDI QIDQ5072617

Dorje C. Brody, Robyn L. Friedman

Publication date: 29 April 2022

Published in: Financial Informatics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0905.0072

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)

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