A model of the term structure of interest rates based on Lévy fields (Q2485808): Difference between revisions

@@ Property / author @@
-Sergio A. Albeverio
@@ Property / author: Sergio A. Albeverio / rank @@
-Normal rank
@@ Property / author @@
-Eugene W. Lytvynov
@@ Property / author: Eugene W. Lytvynov / rank @@
-Normal rank
@@ Property / author @@
+Sergio A. Albeverio
@@ Property / author: Sergio A. Albeverio / rank @@
+Normal rank
@@ Property / author @@
+Eugene W. Lytvynov
@@ Property / author: Eugene W. Lytvynov / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W2044796150
@@ Property / OpenAlex ID: W2044796150 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+math/0311144
@@ Property / arXiv ID: math/0311144 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3935962
@@ Property / cites work: Q3935962 / rank @@
+Normal rank
@@ Property / cites work @@
+Functional analysis. Vol. 1-2. Transl. from the Russian by Peter V. Malyshev
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+Interest Rate Dynamics and Consistent Forward Rate Curves
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+Stationary Stochastic Processes. (MN-8)
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+Spectral Type of the Shift Transformation of Differential Processes With Stationary Increments
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+THE TERM STRUCTURE OF INTEREST RATES AS A GAUSSIAN RANDOM FIELD
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+Characterizing Gaussian Models of the Term Structure of Interest Rates
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+Q4503895
@@ Property / cites work: Q4503895 / rank @@
+Normal rank
@@ Property / cites work @@
+ORTHOGONAL DECOMPOSITIONS FOR LÉVY PROCESSES WITH AN APPLICATION TO THE GAMMA, PASCAL, AND MEIXNER PROCESSES
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