THE TERM STRUCTURE OF INTEREST RATES AS A GAUSSIAN RANDOM FIELD (Q4372037): Difference between revisions

@@ Property / author @@
-Q593386
@@ Property / author: Q593386 / rank @@
-Normal rank
@@ Property / author @@
+Douglas P. Kennedy
@@ Property / author: Douglas P. Kennedy / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9965.1994.tb00094.x
+Normal rank
@@ Property / OpenAlex ID @@
+W2093581419
@@ Property / OpenAlex ID: W2093581419 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3935962
@@ Property / cites work: Q3935962 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4001807
@@ Property / cites work: Q4001807 / rank @@
+Normal rank
@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+Martingales and arbitrage in multiperiod securities markets
+Normal rank
@@ Property / cites work @@
+Martingales and stochastic integrals in the theory of continuous trading
+Normal rank
@@ Property / cites work @@
+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
+Normal rank
@@ Property / cites work @@
+An equilibrium characterization of the term structure
+Normal rank
@@ Property / cites work @@
+Q3221798
@@ Property / cites work: Q3221798 / rank @@
+Normal rank