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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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Bibliographic Details
Main Author: Hidayat (NIM 20204027), Arief
Format: Theses
Language:Indonesia
Online Access:https://digilib.itb.ac.id/gdl/view/5771
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Institution: Institut Teknologi Bandung
Language: Indonesia
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