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~isPartOf:"Journal of international money and finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Kennedy, D. P."
~person:"Runggaldier, Wolfgang J."
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Kennedy, D. P.
Runggaldier, Wolfgang J.
Collin-Dufresne, Pierre
7
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5
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Journal of international money and finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of finance : the journal of the American Finance Association
Working paper series in economics and finance
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Finance and stochastics
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International journal of theoretical and applied finance
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Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella
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Arbitrage-free multifactor term structure models : a theory based on stochastic control
Gombani, Andrea
;
Runggaldier, Wolfgang J.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 659-686
Persistent link: https://www.econbiz.de/10010187681
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2
Bond market structure in the presence of marked point processes
Björk, Tomas
- In:
Mathematical finance : an international journal of …
7
(
1997
)
2
,
pp. 211-239
Persistent link: https://www.econbiz.de/10001220271
Saved in:
3
Characterizing Gaussian models of the term structure of interest rates
Kennedy, D. P.
- In:
Mathematical finance : an international journal of …
7
(
1997
)
2
,
pp. 107-118
Persistent link: https://www.econbiz.de/10001220286
Saved in:
4
The term structure of interest rates as a Gaussian random field
Kennedy, D. P.
- In:
Mathematical finance : an international journal of …
4
(
1994
)
3
,
pp. 247-258
Persistent link: https://www.econbiz.de/10001185094
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