POLYNOMIAL TERM STRUCTURE MODELS (Q4994442): Difference between revisions

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