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  • Search: subject:"conditional variance representation"
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Chaos theory 1 Chaostheorie 1 Fock space 1 Option pricing theory 1 Optionspreistheorie 1 Pricing kernel 1 Wiener chaos expansion 1 coherent states 1 conditional variance representation 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Brody, Dorje C. 1 Hadjipetri, Stala 1
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International journal of theoretical and applied finance 1
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ECONIS (ZBW) 1
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Coherent chaos interest-rate models
Brody, Dorje C.; Hadjipetri, Stala - In: International journal of theoretical and applied finance 18 (2015) 3, pp. 1-27
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