Forward interest rate curves in discrete time settings driven by random fields (Q2506998): Difference between revisions

@@ Property / author @@
+József Gáll
@@ Property / author: József Gáll / rank @@
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@@ Property / author @@
+Gyula Pap
@@ Property / author: Gyula Pap / rank @@
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@@ Property / author @@
+Martien C. A. Van Zuijlen
@@ Property / author: Martien C. A. Van Zuijlen / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.camwa.2005.10.002
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@@ Property / OpenAlex ID @@
+W1964623065
@@ Property / OpenAlex ID: W1964623065 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4794267
@@ Property / cites work: Q4794267 / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimator of the volatility of forward rates driven by geometric spatial AR sheet
+Normal rank
@@ Property / cites work @@
+Q4504336
@@ Property / cites work: Q4504336 / rank @@
+Normal rank
@@ Property / cites work @@
+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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@@ Property / cites work @@
+Q4350437
@@ Property / cites work: Q4350437 / rank @@
+Normal rank
@@ Property / cites work @@
+THE TERM STRUCTURE OF INTEREST RATES AS A GAUSSIAN RANDOM FIELD
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@@ Property / cites work @@
+Limiting connection between discrete and continuous time forward interest rate curve models
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