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A heat kernel approach to interest rate models:
Akahori, Jirô
;
Hishida, Yuji
;
Teichmann, Josef
.
Japan Journal of Industrial and Applied Mathematics. 31 (2014) 2 - p. 419-439 , 2014
Link:
https://doi.org/10.1007/s13160-014-0147-3
RT Journal T1 <Title>A heat kernel approach to interest rate models</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1007_s13160-014-0147-3&Exemplar=1&LAN=DE A1 Akahori, Jirô A1 Hishida, Yuji A1 Teichmann, Josef A1 Tsuchiya, Takahiro PB Springer Science and Business Media LLC YR 2014 SN 0916-7005 SN 1868-937X JF Japan Journal of Industrial and Applied Mathematics VO 31 IS 2 SP 419 OP 439 LK http://dx.doi.org/https://doi.org/10.1007/s13160-014-0147-3 DO https://doi.org/10.1007/s13160-014-0147-3 SF ELIB - SuUB Bremen
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