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ABSTRACT: <br /> <br /> <br /> <br /> <br /> In recent formulation of a quantum field theory of forward rates, the volatility of the forward rates was taken to be deterministic. The field theory of the forward rates is generalized to the case of stochastic volatili...
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Main Author: | |
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Format: | Theses |
Language: | Indonesia |
Online Access: | https://digilib.itb.ac.id/gdl/view/5771 |
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Institution: | Institut Teknologi Bandung |
Language: | Indonesia |