Bernstein Processes , Euclidean Quantum Mechanics and Interest Rate Models

  • Paul. Lescot
  • Published 2011


We give an exposition, following joint works with J.-C. Zambrini, of the link between euclidean quantum mechanics, Bernstein processes and isovectors for the heat equation. A new application to mathematical finance is then discussed. ha l-0 04 31 26 0, v er si on 2 26 O ct 2 01 1 BERNSTEIN PROCESSES, EUCLIDEAN QUANTUM MECHANICS AND INTEREST RATE MODELS3 1… (More)


  • Presentations referencing similar topics