HEAT KERNEL MODELS FOR ASSET PRICING (Q2941066): Difference between revisions

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+A heat kernel approach to interest rate models
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+HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES
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+Q4931757
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+On Cross-Currency Models with Stochastic Volatility and Correlated Interest Rates
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+Arbitrage Theory in Continuous Time
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+Interest rate models -- theory and practice. With smile, inflation and credit
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+Chaos and coherence: a new framework for interest–rate modelling
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+INFORMATION-BASED ASSET PRICING
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+Q5478316
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+Q4794153
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+Term-structure models. A graduate course
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+Lévy random bridges and the modelling of financial information
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+Pricing Fixed-Income Securities in an Information-Based Framework
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+A chaotic approach to interest rate modelling
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+Bond, futures and option evaluation in the quadratic interest rate model
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+MODERN LIBOR MARKET MODELS: USING DIFFERENT CURVES FOR PROJECTING RATES AND FOR DISCOUNTING
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+The Potential Approach to the Term Structure of Interest Rates and Foreign Exchange Rates
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