Metadata only
Date
2014-05-17Type
- Journal Article
Publication status
publishedExternal links
Journal / series
Japan Journal of Industrial and Applied MathematicsVolume
Pages / Article No.
Publisher
SpringerSubject
Interest rate models; Markov-functional; State price density; Heat kernelOrganisational unit
03845 - Teichmann, Josef / Teichmann, Josef
Notes
Received 31 March 2014, Revised 23 April 2014, Published online 17 May 2014.More
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