“String” formulation of the dynamics of the forward interest rate curve

D. Sornette

The European Physical Journal B: Condensed Matter and Complex Systems, 1998, vol. 3, issue 1, 125-137

Keywords: 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 (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (6)

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DOI: 10.1007/s100510050291

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