HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES
HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES
Financial Informatics, pp. 179-193 (2022) No AccessChapter 9: HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSESJIRÔ AKAHORI and ANDREA MACRINAJIRÔ AKAHORIDepartment of Mathematical Sciences, Ritsumeikan University, 1-1-1 Nojihigashi, Kusatsu 52-8577, Shiga, Japan and ANDREA MACRINADepartment of Mathematics King's College London Strand, London WC2R 2LS, UKInstitute of Economic Research, Kyoto …