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label / en | label / en | ||||||||||||||
description / en | description / en | ||||||||||||||
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Property / instance of: scholarly article / rank | |||||||||||||||
Property / title | |||||||||||||||
Property / title: HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES (English) / rank | |||||||||||||||
Property / zbMATH Open document ID | |||||||||||||||
Property / zbMATH Open document ID: 1238.91133 / rank | |||||||||||||||
Property / DOI | |||||||||||||||
Property / DOI: 10.1142/S0219024911006553 / rank | |||||||||||||||
Property / author | |||||||||||||||
Property / author: Jirô Akahori / rank | |||||||||||||||
Property / author | |||||||||||||||
Property / author: Andrea Macrina / rank | |||||||||||||||
Property / published in | |||||||||||||||
Property / published in: International Journal of Theoretical and Applied Finance / rank | |||||||||||||||
Property / publication date | |||||||||||||||
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Property / publication date: 24 April 2012 / rank | |||||||||||||||
Property / full work available at URL | |||||||||||||||
Property / full work available at URL: https://arxiv.org/abs/1012.1878 / rank | |||||||||||||||
Property / Mathematics Subject Classification ID | |||||||||||||||
Property / Mathematics Subject Classification ID: 91G30 / rank | |||||||||||||||
Property / Mathematics Subject Classification ID | |||||||||||||||
Property / Mathematics Subject Classification ID: 60J25 / rank | |||||||||||||||
Property / Mathematics Subject Classification ID | |||||||||||||||
Property / Mathematics Subject Classification ID: 91G20 / rank | |||||||||||||||
Property / zbMATH DE Number | |||||||||||||||
Property / zbMATH DE Number: 6027858 / rank | |||||||||||||||
Property / zbMATH Keywords | |||||||||||||||
Property / zbMATH Keywords: time-inhomogeneous Markov processes / rank | |||||||||||||||
Property / zbMATH Keywords | |||||||||||||||
Property / zbMATH Keywords: heat kernels / rank | |||||||||||||||
Property / zbMATH Keywords | |||||||||||||||
Property / zbMATH Keywords: pricing kernels / rank | |||||||||||||||
Property / zbMATH Keywords | |||||||||||||||
Property / zbMATH Keywords: information-based pricing / rank | |||||||||||||||
Property / zbMATH Keywords | |||||||||||||||
Property / zbMATH Keywords: interest rate models / rank | |||||||||||||||
Property / MaRDI profile type | |||||||||||||||
Property / MaRDI profile type: MaRDI publication profile / rank | |||||||||||||||
Property / arXiv ID | |||||||||||||||
Property / arXiv ID: 1012.1878 / rank | |||||||||||||||
links / mardi / name | links / mardi / name | ||||||||||||||
Latest revision as of 10:22, 6 May 2024
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