HEATH–JARROW–MORTON INTEREST RATE DYNAMICS AND APPROXIMATELY CONSISTENT FORWARD RATE CURVES (Q5427664): Difference between revisions

@@ Property / DOI @@
-.1111/j.1467-9965.2007.00310.x
@@ Property / DOI: 10.1111/j.1467-9965.2007.00310.x / 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.1467-9965.2007.00310.x
+Normal rank
@@ Property / OpenAlex ID @@
+W2076154373
@@ Property / OpenAlex ID: W2076154373 / rank @@
+Normal rank
@@ Property / cites work @@
+Interest Rate Dynamics and Consistent Forward Rate Curves
+Normal rank
@@ Property / cites work @@
+Minimal realizations in interest rate models
@@ Property / cites work: Minimal realizations in interest rate models / rank @@
+Normal rank
@@ Property / cites work @@
+On the construction of finite dimensional realizations for nonlinear forward rate models
+Normal rank
@@ Property / cites work @@
+On the Existence of Finite‐Dimensional Realizations for Nonlinear Forward Rate Models
+Normal rank
@@ Property / cites work @@
+An Intertemporal General Equilibrium Model of Asset Prices
+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 @@
+Existence of invariant manifolds for stochastic equations in infinite dimension
+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 / DOI @@
+.1111/J.1467-9965.2007.00310.X
@@ Property / DOI: 10.1111/J.1467-9965.2007.00310.X / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5427664