Black's Model of Interest Rates as Options, Eigenfunction Expansions and Japanese Interest Rates (Q4464013): Difference between revisions

@@ 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.0960-1627.2004.00181.x
+Normal rank
@@ Property / OpenAlex ID @@
+W3122250919
@@ Property / OpenAlex ID: W3122250919 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3331506
@@ Property / cites work: Q3331506 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4714465
@@ Property / cites work: Q4714465 / rank @@
+Normal rank
@@ Property / cites work @@
+The Confluent Hypergeometric Function
@@ Property / cites work: The Confluent Hypergeometric Function / rank @@
+Normal rank
@@ Property / cites work @@
+The Valuation of Executive Stock Options in an Intensity-Based Framework *
+Normal rank
@@ Property / cites work @@
+Brownian Excursions and Parisian Barrier Options
@@ Property / cites work: Brownian Excursions and Parisian Barrier Options / rank @@
+Normal rank
@@ Property / cites work @@
+Laguerre Series for Asian and Other Options
@@ Property / cites work: Laguerre Series for Asian and Other Options / rank @@
+Normal rank
@@ Property / cites work @@
+The integral of geometric Brownian motion
@@ Property / cites work: The integral of geometric Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Q5336643
@@ Property / cites work: Q5336643 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5519463
@@ Property / cites work: Q5519463 / rank @@
+Normal rank
@@ Property / cites work @@
+A survey and some generalizations of Bessel processes
+Normal rank
@@ Property / cites work @@
+Spectral methods for identifying scalar diffusions
+Normal rank
@@ Property / cites work @@
+Q4794126
@@ Property / cites work: Q4794126 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4772511
@@ Property / cites work: Q4772511 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3923307
@@ Property / cites work: Q3923307 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized Second-Order Differential Operators, Corresponding Gap Diffusions and Superharmonic Transformations
+Normal rank
@@ Property / cites work @@
+Applications of Eigenfunction Expansions in Continuous-Time Finance
+Normal rank
@@ Property / cites work @@
+Q4942767
@@ Property / cites work: Q4942767 / rank @@
+Normal rank
@@ Property / cites work @@
+Step Options
@@ Property / cites work: Step Options / rank @@
+Normal rank
@@ Property / cites work @@
+Spectral Expansions for Asian (Average Price) Options
+Normal rank
@@ Property / cites work @@
+Q2763689
@@ Property / cites work: Q2763689 / rank @@
+Normal rank
@@ Property / cites work @@
+On the distribution of Brownian areas
@@ Property / cites work: On the distribution of Brownian areas / rank @@
+Normal rank
@@ Property / cites work @@
+A decomposition of Bessel Bridges
@@ Property / cites work: A decomposition of Bessel Bridges / rank @@
+Normal rank
@@ Property / cites work @@
+Q3259158
@@ Property / cites work: Q3259158 / rank @@
+Normal rank
@@ Property / cites work @@
+An equilibrium characterization of the term structure
+Normal rank
@@ Property / cites work @@
+Spectral theory of ordinary differential operators
+Normal rank
@@ Property / cites work @@
+Exponential functionals of Brownian motion and related processes
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4464013