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Victor Goodman

Identifiers

  • name variant Victor Goodman 0.60 · backfill

Papers (3)

  1. Market Price of Risk and Random Field Driven Models of Term Structure: A Space-Time Change of Measure Look q-fin.PR · 2010 · author #2
  2. One-Factor Term Structure without Forward Rates math.PR · 2006 · author #1
  3. Exponential Martingales and Time integrals of Brownian Motion math.PR · 2006 · author #1

Mentions

  • 1005.3799 #2 · backfill · confidence 0.70 Victor Goodman

Frequent Coauthors