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by ViveLesMaths
March 7th, 2009, 1:54 am
Forum: The Quantitative Finance FAQs Project
Topic: What are the most popular interest rate models?
Replies: 14
Views: 268066

What are the most popular interest rate models?

what about infinite dimensional noise models, like using 2nd order parabolic SPDE or even more generally stochastic differential equations in an (infinite dimensional) Hilbert space (like Rama Cont - Modeling Term Structure Dynamics: An Infinite Dimensional Approach) ?