LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION
DOI10.1111/J.1467-9965.2006.00287.XzbMATH Open1130.91025OpenAlexW1480752078MaRDI QIDQ3423399FDOQ3423399
Authors: Jirô Akahori, Keisuke Hara 
Publication date: 22 February 2007
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.2006.00287.x
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Cites Work
- Title not available (Why is that?)
- Stochastic Equations in Infinite Dimensions
- Title not available (Why is that?)
- The Potential Approach to the Term Structure of Interest Rates and Foreign Exchange Rates
- Finite dimensional determinants as characteristic functions of quadratic Wiener functionals
- QUADRATIC TERM STRUCTURE MODELS FOR RISK‐FREE AND DEFAULTABLE RATES
- SEPARABLE TERM STRUCTURES AND THE MAXIMAL DEGREE PROBLEM
Cited In (4)
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