Comparison of field theory models of interest rates with market data

10.1103/PhysRevE.69.036129

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Main Authors: Baaquie, B.E., Srikant, M.
Other Authors: PHYSICS
Format: Article
Published: 2014
Online Access:http://scholarbank.nus.edu.sg/handle/10635/96032
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-960322023-10-29T20:32:28Z Comparison of field theory models of interest rates with market data Baaquie, B.E. Srikant, M. PHYSICS 10.1103/PhysRevE.69.036129 Physical Review E - Statistical, Nonlinear, and Soft Matter Physics 69 3 2 036129-1 PLEEE 2014-10-16T09:18:42Z 2014-10-16T09:18:42Z 2004-03 Article Baaquie, B.E., Srikant, M. (2004-03). Comparison of field theory models of interest rates with market data. Physical Review E - Statistical, Nonlinear, and Soft Matter Physics 69 (3 2) : 036129-1. ScholarBank@NUS Repository. https://doi.org/10.1103/PhysRevE.69.036129 1063651X http://scholarbank.nus.edu.sg/handle/10635/96032 000220729400040 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
description 10.1103/PhysRevE.69.036129
author2 PHYSICS
author_facet PHYSICS
Baaquie, B.E.
Srikant, M.
format Article
author Baaquie, B.E.
Srikant, M.
spellingShingle Baaquie, B.E.
Srikant, M.
Comparison of field theory models of interest rates with market data
author_sort Baaquie, B.E.
title Comparison of field theory models of interest rates with market data
title_short Comparison of field theory models of interest rates with market data
title_full Comparison of field theory models of interest rates with market data
title_fullStr Comparison of field theory models of interest rates with market data
title_full_unstemmed Comparison of field theory models of interest rates with market data
title_sort comparison of field theory models of interest rates with market data
publishDate 2014
url http://scholarbank.nus.edu.sg/handle/10635/96032
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