HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES (Q5389104)
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Item:Q5389104
scientific article; zbMATH DE number 6027858
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES |
scientific article; zbMATH DE number 6027858 |
Statements
HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES (English)
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24 April 2012
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time-inhomogeneous Markov processes
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heat kernels
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pricing kernels
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information-based pricing
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interest rate models
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