POLYNOMIAL TERM STRUCTURE MODELS (Q4994442): Difference between revisions

@@ Property / arXiv ID @@
+.03238
@@ Property / arXiv ID: 1504.03238 / rank @@
+Normal rank
@@ Property / cites work @@
+A heat kernel approach to interest rate models
@@ Property / cites work: A heat kernel approach to interest rate models / rank @@
+Normal rank
@@ Property / cites work @@
+Chaos and coherence: a new framework for interest–rate modelling
+Normal rank
@@ Property / cites work @@
+QUADRATIC TERM STRUCTURE MODELS FOR RISK‐FREE AND DEFAULTABLE RATES
+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 @@
+Polynomial processes and their applications to mathematical finance
+Normal rank
@@ Property / cites work @@
+Affine processes and applications in finance
@@ Property / cites work: Affine processes and applications in finance / rank @@
+Normal rank
@@ Property / cites work @@
+A YIELD‐FACTOR MODEL OF INTEREST RATES
@@ Property / cites work: A YIELD‐FACTOR MODEL OF INTEREST RATES / rank @@
+Normal rank
@@ Property / cites work @@
+SEPARABLE TERM STRUCTURES AND THE MAXIMAL DEGREE PROBLEM
+Normal rank
@@ Property / cites work @@
+Polynomial diffusions and applications in finance
@@ Property / cites work: Polynomial diffusions and applications in finance / rank @@
+Normal rank
@@ Property / cites work @@
+Q3462059
@@ Property / cites work: Q3462059 / rank @@
+Normal rank
@@ Property / cites work @@
+Bond, futures and option evaluation in the quadratic interest rate model
+Normal rank
@@ Property / cites work @@
+Q4039796
@@ Property / cites work: Q4039796 / rank @@
+Normal rank
@@ Property / cites work @@
+HEAT KERNEL MODELS FOR ASSET PRICING
@@ Property / cites work: HEAT KERNEL MODELS FOR ASSET PRICING / rank @@
+Normal rank
@@ Property / cites work @@
+PRICE-ADMISSIBILITY CONDITIONS FOR ARBITRAGE-FREE LINEAR PRICE FUNCTION MODELS FOR THE TERM STRUCTURE OF INTEREST RATES
+Normal rank
@@ Property / cites work @@
+An equilibrium characterization of the term structure
+Normal rank
@@ Property / OpenAlex ID @@
+W3133986949
@@ Property / OpenAlex ID: W3133986949 / rank @@
+Normal rank