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Search: person:"Kennedy, Joanne E."
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Kennedy, Joanne E.
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Gogala, Jaka
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Kaisajuntti, Linus
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International journal of theoretical and applied finance
1
The journal of computational finance
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ECONIS (ZBW)
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Classification of two- and three-factor time-homogeneous separable LMMs
Gogala, Jaka
;
Kennedy, Joanne E.
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011686867
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2
An n-dimensional Markov-functional interest rate model
Kaisajuntti, Linus
;
Kennedy, Joanne E.
- In:
The journal of computational finance
17
(
2013
)
1
,
pp. 3-41
Persistent link: https://www.econbiz.de/10010337822
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