Author:
Malyarenko Anatoliy,Nohrouzian Hossein,Silvestrov Sergei
Publisher
Springer International Publishing
Reference36 articles.
1. Ametrano, F., Bianchetti, M.: Everything you always wanted to know about multiple interest rate curve bootstrapping but were afraid to ask. SSRN Electron. J. (2013)
2. Baker, H.F.: Alternants and continuous groups. Proc. London Math. Soc. 2(3), 24–47 (1905)
3. Bayer, C., Friz, P.K.: Cubature on Wiener space: pathwise convergence. Appl. Math. Optim. 67(2), 261–278 (2013)
4. Bayer, C., Teichmann, J.: Cubature on Wiener space in infinite dimension. Proc. R. Soc. Lond. Ser. A Math. Phys. Eng. Sci. 464(2097), 2493–2516 (2008)
5. Birkhoff, G.: Representability of Lie algebras and Lie groups by matrices. Ann. of Math. 38(2), 526–532 (1937)
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献