The stochastic string model as a unifying theory of the term structure of interest rates
type: Item
instance of: scholarly article
title: The stochastic string model as a unifying theory of the term structure of interest rates
zbMATH Open document ID: 1400.91629
author: R. Smith
published in: Physica A
publication date: 2018-11-13T00:00:00Z
Mathematics Subject Classification ID: 91G30
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 62H25
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6978329
zbMATH Keywords: stochastic string
zbMATH Keywords: infinite-dimensional model
zbMATH Keywords: term structure
zbMATH Keywords: Mercer theorem
zbMATH Keywords: principal component analysis
zbMATH Keywords: derivatives pricing
MaRDI profile type: Publication
full work available at URL: j.physa.2016.05.044
OpenAlex ID: W3123366411
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DOI: 10.1016/J.PHYSA.2016.05.044
description: scientific article; zbMATH DE number 6978329