Author:
Aihara Shin Ichi,Bagchi Arunabha
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Cited by
50 articles.
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1. Revisiting Elastic String Models of Forward Interest Rates;SSRN Electronic Journal;2024
2. Bond market completeness under stochastic strings with distribution-valued strategies;Quantitative Finance;2022-02-01
3. Estimation of the Hurst and diffusion parameters in fractional stochastic heat equation;Theory of Probability and Mathematical Statistics;2021-09-24
4. Index;Mathematics of the Bond Market: A Lévy Processes Approach;2020-04-30
5. Appendix C;Mathematics of the Bond Market: A Lévy Processes Approach;2020-04-30