A heat kernel approach to interest rate models

Japan Journal of Industrial and Applied Mathematics 2014 / 06 Vol. 31; Iss. 2

A heat kernel approach to interest rate models

Akahori, Jirô, Hishida, Yuji, Teichmann, Josef, Tsuchiya, Takahiro
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Volume:
31
Language:
english
Journal:
Japan Journal of Industrial and Applied Mathematics
DOI:
10.1007/s13160-014-0147-3
Date:
June, 2014
File:
PDF, 1.55 MB
english, 2014
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