A heat kernel approach to interest rate models
dc.contributor.author
Akahori, Jiro
dc.contributor.author
Hishida, Yuji
dc.contributor.author
Teichmann, Josef
dc.contributor.author
Tsuchiya, Takahiro
dc.date.accessioned
2017-06-11T11:23:03Z
dc.date.available
2017-06-11T11:23:03Z
dc.date.issued
2014-05-17
dc.identifier.issn
0916-7005
dc.identifier.issn
1868-937X
dc.identifier.other
10.1007/s13160-014-0147-3
dc.identifier.uri
http://hdl.handle.net/20.500.11850/87134
dc.language.iso
en
dc.publisher
Springer
dc.subject
Interest rate models
dc.subject
Markov-functional
dc.subject
State price density
dc.subject
Heat kernel
dc.title
A heat kernel approach to interest rate models
dc.type
Journal Article
ethz.journal.title
Japan Journal of Industrial and Applied Mathematics
ethz.journal.volume
31
ethz.journal.issue
2
ethz.journal.abbreviated
Jpn. j. ind. appl. math.
ethz.pages.start
419
ethz.pages.end
439
ethz.notes
Received 31 March 2014, Revised 23 April 2014, Published online 17 May 2014.
ethz.identifier.wos
ethz.identifier.nebis
000589765
ethz.publication.place
Tokyo
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03845 - Teichmann, Josef / Teichmann, Josef
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03845 - Teichmann, Josef / Teichmann, Josef
ethz.date.deposited
2017-06-11T11:24:03Z
ethz.source
ECIT
ethz.identifier.importid
imp59365221baca529702
ethz.ecitpid
pub:137199
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-20T15:51:12Z
ethz.rosetta.lastUpdated
2021-02-14T11:56:39Z
ethz.rosetta.versionExported
true
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