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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Working papers series / Federal Reserve Bank of San Francisco"
~person:"Akahori, Jirô"
~person:"Levendorskij, Sergej Z."
~subject:"Theory"
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Akahori, Jirô
Levendorskij, Sergej Z.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Working papers series / Federal Reserve Bank of San Francisco
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1
International journal of theoretical and applied finance
1
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ECONIS (ZBW)
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The eigenfunction expansion method in multi-factor quadratic term structure models
Boyarchenko, Nina
;
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
4
,
pp. 503-539
Persistent link: https://www.econbiz.de/10003626604
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2
Lifting quadratic term structure models to infinite dimension
Akahori, Jirô
;
Hara, Keisuke
- In:
Mathematical finance : an international journal of …
16
(
2006
)
4
,
pp. 635-645
Persistent link: https://www.econbiz.de/10003394182
Saved in:
3
Pseudodiffusions and quadratic term structure models
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
15
(
2005
)
3
,
pp. 393-424
Persistent link: https://www.econbiz.de/10002983089
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