THE TERM STRUCTURE OF INTEREST RATES AS A GAUSSIAN RANDOM FIELD (Q4372037): Difference between revisions

@@ Property / author @@
+Douglas P. Kennedy
@@ Property / author: Douglas P. Kennedy / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1111/j.1467-9965.1994.tb00094.x
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+W2093581419
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@@ Property / cites work @@
+Q3935962
@@ Property / cites work: Q3935962 / rank @@
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@@ Property / cites work @@
+Q4001807
@@ Property / cites work: Q4001807 / rank @@
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@@ 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 @@
+Martingales and arbitrage in multiperiod securities markets
+Normal rank
@@ Property / cites work @@
+Martingales and stochastic integrals in the theory of continuous trading
+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
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@@ Property / cites work @@
+Q3221798
@@ Property / cites work: Q3221798 / rank @@
+Normal rank