Terra Cognita

Using path integrals to price interest rate derivatives

Licence unknown link only — licence forbids redistribution arxiv

Matthias Otto (Institute of Theoretical Physics, University of Goettingen, Germany)

arXiv preprint (cond-mat.stat-mech, q-fin.PR).

Source ↗

ABSTRACT · 0.0 MB · sha256 87f87e92a2d9…

Concepts this teaches

Not yet mapped to any concept.

A resource only becomes useful here once a curator has anchored it to concepts at specific pages. Until then it is a book on a shelf.