INTEREST RATES: STRINGS ATTACHED - Modelling interest rate movements as the "noisy" oscillations of an elastic string
| Year of publication: |
1998
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|---|---|
| Authors: | Bouchaud, Jean-Philippe ; Sagna, Nicolas ; Cont, Rama ; el-Karoui, Nicole ; Potters, Marc |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 11.1998, 7, p. 56-59
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