Interest rates and information geometry-Reference-Cited by-同舟云学术

Interest rates and information geometry

Published:2001-06-08 Issue:2010 Volume:457 Page:1343-1363
ISSN:1364-5021
Container-title:Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences
language:en
Short-container-title:Proc. R. Soc. Lond. A

Author:

Brody Dorje C.¹,Hughston Lane P.²

Affiliation:

1. Blackett Laboratory, Imperial College of Science, Technology and Medicine, London SW7 2BZ, UK and Centre for Mathematical Science, University of Cambridge, Wilberforce Road, Cambridge CB3 0WA, UK ()

2. Department of Mathematics, King's College London, Strand, London WC2R 2LS, UK ()

Publisher

The Royal Society

Subject

General Physics and Astronomy,General Engineering,General Mathematics

Link

https://royalsocietypublishing.org/doi/pdf/10.1098/rspa.2000.0722

Reference50 articles.

1. Amari S. 1985 Differential-geometric methods in statistics. Springer.

2. Baxter M. 1997 General interest rate models. In Mathematics of Derivative Securities (ed. M. A. H. Dempster & S. R. Pliska). Cambridge University Press.

3. Bull;Bhattacharyya A.;Calcutta Math. Soc.,1943

4. Björk T. 2001 A geometric view of interest rate theory. In Handbooks in mathematical finance (ed. E. Jouini J. Cvitanic & M. Musiela). Cambridge University Press.

5. Math;Björk T.;Finance,1999

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