Bernstein processes, Euclidean Quantum Mechanics and Interest Rate Models

Paul Lescot
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Paul Lescot: LMRS

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Abstract: We give an exposition, following joint works with J.-C. Zambrini, of the link between Euclidean Quantum Mechanics, Bernstein processes and isovectors for the heat equation. A new application to Mathematical Finance is then discussed.

Date: 2009-11, Revised 2011-10
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:0911.2229

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