PHYSICAL REVIEW E 69, 036130 共2004兲 Finite hedging in field theory models of interest rates Belal E. Baaquie* and Marakani Srikant† Department of Physics, National University of Singapore, 2 Science Drive, Singapo

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Date: 2009-11-30 21:40:16 Quantum field theory Quantum mechanics Fixed income analysis Heath–Jarrow–Morton framework Mathematics Autoregressive conditional heteroskedasticity Functional integration Mathematical finance Physics Mathematical analysis		PHYSICAL REVIEW E 69, 036130 共2004兲 Finite hedging in field theory models of interest rates Belal E. Baaquie* and Marakani Srikant† Department of Physics, National University of Singapore, 2 Science Drive, Singapo Add to Reading List Source URL: srikant.org Download Document from Source Website File Size: 81,65 KB Share Document on Facebook

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