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

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+Douglas P. Kennedy
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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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+Q3935962
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+Q4001807
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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 @@
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@@ Property / cites work @@
+Martingales and arbitrage in multiperiod securities markets
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@@ Property / cites work @@
+Martingales and stochastic integrals in the theory of continuous trading
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@@ 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 @@
+An equilibrium characterization of the term structure
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@@ Property / cites work @@
+Q3221798
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+Publication:4372037