“String” formulation of the dynamics of the forward interest rate curve
| Year of publication: |
1998
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|---|---|
| Authors: | Sornette, D. |
| Published in: |
The European Physical Journal B - Condensed Matter and Complex Systems. - Springer. - Vol. 3.1998, 1, p. 125-137
|
| Publisher: |
Springer |
| Subject: | PACS. 02.50.-r Probability theory | stochastic processes | and statistics -05.40.+j Fluctuation phenomena | random processes | and Brownian motion -89.90.+n Other areas of general interest to physicists |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009325203