Stochastic string models with continuous semimartingales
type: Item
instance of: scholarly article
title: Stochastic string models with continuous semimartingales
zbMATH Open document ID: 1400.91580
author: R. Smith
published in: Physica A
publication date: 2018-11-13T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 60G48
Mathematics Subject Classification ID: 91G30
zbMATH DE Number: 6977214
zbMATH Keywords: semimartingale
zbMATH Keywords: stochastic string
zbMATH Keywords: derivatives pricing
zbMATH Keywords: term structure
zbMATH Keywords: random field
zbMATH Keywords: quantum field
MaRDI profile type: Publication
full work available at URL: j.physa.2015.03.070
OpenAlex ID: W3121576584
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DOI: 10.1016/J.PHYSA.2015.03.070
description: scientific article; zbMATH DE number 6977214