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A Heat Kernel Approach to Interest Rate Models

A Heat Kernel Approach to Interest Rate Models

AutorJ. Teichmann, J. Akahori, Y. Hishida and T. Tsuchiya
JournalJapan journal of industrial and applied mathematics
Datum1. Jan. 2014
KategorieAcademic Publications
Volumevol. 31, pp 419-439

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