A heat kernel approach to interest rate models
Metadata only
Datum
2014-05-17Typ
- Journal Article
Publikationsstatus
publishedExterne Links
Zeitschrift / Serie
Japan Journal of Industrial and Applied MathematicsBand
Seiten / Artikelnummer
Verlag
SpringerThema
Interest rate models; Markov-functional; State price density; Heat kernelOrganisationseinheit
03845 - Teichmann, Josef / Teichmann, Josef
Anmerkungen
Received 31 March 2014, Revised 23 April 2014, Published online 17 May 2014.