✦ LIBER ✦

Stochastic Analysis with Applications to Mathematical Finance || Chaos and Coherence: A New Framework for Interest-Rate Modelling

✍ Scribed by Dorje C. Brody and Lane P. Hughston

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Chaos and coherence: a new framework for

✍ Brody, D. C.; Hughston, L. P. 📂 Article 📅 2004 🏛 The Royal Society 🌐 English ⚖ 432 KB

Stochastic Analysis with Applications to

✍ Tomas Björk, Camilla Landén and Lars Svensson 📂 Article 📅 2004 🏛 The Royal Society 🌐 English ⚖ 651 KB

Stochastic Analysis with Applications to

✍ Paul Glasserman and Nicolas Merener 📂 Article 📅 2004 🏛 The Royal Society 🌐 English ⚖ 414 KB

A time-continuous Markov chain interest

📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 226 KB