HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES-Reference-Cited by-同舟云学术

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HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES

Published:2012-09-10 Issue: Volume: Page:1-15
ISSN:
Container-title:Finance at Fields
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Author:

AKAHORI JIRÔ¹,MACRINA ANDREA²³

Affiliation:

1. Department of Mathematical Sciences, Ritsumeikan University, 1-1-1 Nojihigashi, Kusatsu 52-8577, Shiga, Japan

2. Department of Mathematics, King's College London, London WC2R 2LS, United Kingdom

3. Institute of Economic Research, Kyoto University, Yoshida-Honmachi, Sakyo-Ku, Kyoto 606-8501, Japan

Publisher

WORLD SCIENTIFIC

Cited by 2 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

1. Rational Savings Account Models for Backward-Looking Interest Rate Benchmarks;SSRN Electronic Journal;2020

2. Heat Kernel Framework for Asset Pricing in Finite Time;SSRN Electronic Journal;2013

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