HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES (Q5072622): Difference between revisions
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scientific article; zbMATH DE number | scientific article; zbMATH DE number 6027858 | ||||||||||||||
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Property / zbMATH Open document ID: 1238.91133 / rank | |||||||||||||||
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Property / DOI: 10.1142/S0219024911006553 / rank | |||||||||||||||
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Property / published in: International Journal of Theoretical and Applied Finance / rank | |||||||||||||||
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24 April 2012
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Property / Mathematics Subject Classification ID: 60J25 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 91G20 / rank | |||||||||||||||
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Property / zbMATH DE Number: 6027858 / rank | |||||||||||||||
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Property / OpenAlex ID: W3124934528 / rank | |||||||||||||||
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Property / arXiv ID: 1012.1878 / rank | |||||||||||||||
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Latest revision as of 10:22, 6 May 2024
scientific article; zbMATH DE number 6027858
Language | Label | Description | Also known as |
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English | HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES |
scientific article; zbMATH DE number 6027858 |
Statements
HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES (English)
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29 April 2022
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24 April 2012
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time-inhomogeneous Markov processes
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Lévy processes
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heat kernels
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pricing kernels
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information-based pricing
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interest rate models
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fixed-income assets
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