{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,8,24]],"date-time":"2024-08-24T05:44:14Z","timestamp":1724478254864},"reference-count":12,"publisher":"Elsevier BV","issue":"3-4","license":[{"start":{"date-parts":[[2006,2,1]],"date-time":"2006-02-01T00:00:00Z","timestamp":1138752000000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.elsevier.com\/tdm\/userlicense\/1.0\/"},{"start":{"date-parts":[[2013,7,17]],"date-time":"2013-07-17T00:00:00Z","timestamp":1374019200000},"content-version":"vor","delay-in-days":2723,"URL":"https:\/\/www.elsevier.com\/open-access\/userlicense\/1.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Computers & Mathematics with Applications"],"published-print":{"date-parts":[[2006,2]]},"DOI":"10.1016\/j.camwa.2005.10.002","type":"journal-article","created":{"date-parts":[[2006,5,23]],"date-time":"2006-05-23T20:50:00Z","timestamp":1148417400000},"page":"387-396","source":"Crossref","is-referenced-by-count":6,"title":["Forward interest rate curves in discrete time settings driven by random fields"],"prefix":"10.1016","volume":"51","author":[{"given":"J.","family":"G\u00e1ll","sequence":"first","affiliation":[]},{"given":"G.","family":"Pap","sequence":"additional","affiliation":[]},{"given":"M.C.A.","family":"van Zuijlen","sequence":"additional","affiliation":[]}],"member":"78","reference":[{"key":"10.1016\/j.camwa.2005.10.002_bib1","doi-asserted-by":"crossref","first-page":"419","DOI":"10.2307\/2331009","article-title":"Bond pricing and the term structure of interest rates: A discrete time approximation","volume":"25","author":"Heath","year":"1990","journal-title":"Journal of Financial and Quantitative Analysis"},{"key":"10.1016\/j.camwa.2005.10.002_bib2","series-title":"Modeling Fixed Income Securities and Interest Rate Options","author":"Jarrow","year":"1996"},{"key":"10.1016\/j.camwa.2005.10.002_bib3","series-title":"Introduction to Mathematical Finance, Discrete Time Models","author":"Pliska","year":"1997"},{"issue":"4","key":"10.1016\/j.camwa.2005.10.002_bib4","doi-asserted-by":"crossref","first-page":"293","DOI":"10.1155\/S1110757X04306133","article-title":"The maximum likelihood estimator of the volatility of forward rates driven by geometric spatial AR sheet","volume":"2004","author":"G\u00e1ll","year":"2004","journal-title":"Journal of Applied Math"},{"key":"10.1016\/j.camwa.2005.10.002_bib5","series-title":"Efficient Methods for Valuing Interest Rate Derivatives","author":"Pelsser","year":"2000"},{"key":"10.1016\/j.camwa.2005.10.002_bib6","doi-asserted-by":"crossref","first-page":"77","DOI":"10.2307\/2951677","article-title":"Bond pricing and the term structure of interest rates: A new methodology for contingent claims valuation","volume":"60","author":"Heath","year":"1992","journal-title":"Econometrica"},{"key":"10.1016\/j.camwa.2005.10.002_bib7","series-title":"Martingale Methods in Financial Modeling","author":"Musiela","year":"1997"},{"key":"10.1016\/j.camwa.2005.10.002_bib8","series-title":"Arbitrage Theory in Continuous Time","author":"Bj\u00f6rk","year":"1998"},{"key":"10.1016\/j.camwa.2005.10.002_bib9","doi-asserted-by":"crossref","first-page":"247","DOI":"10.1111\/j.1467-9965.1994.tb00094.x","article-title":"The term structure of interest rates as a Gaussian random field","volume":"4","author":"Kennedy","year":"1994","journal-title":"Mathematical Finance"},{"issue":"2","key":"10.1016\/j.camwa.2005.10.002_bib10","doi-asserted-by":"crossref","first-page":"365","DOI":"10.1093\/rfs\/13.2.365","article-title":"The term structure of interest rates as a random field","volume":"13","author":"Goldstein","year":"2000","journal-title":"The Review of Financial Studies"},{"issue":"1","key":"10.1016\/j.camwa.2005.10.002_bib11","doi-asserted-by":"crossref","first-page":"149","DOI":"10.1093\/rfs\/14.1.149","article-title":"The dynamics of the forward interest rate curve with stochastic string shocks","volume":"14","author":"Santa-Clara","year":"2001","journal-title":"The Review of Financial Studies"},{"key":"10.1016\/j.camwa.2005.10.002_bib12","doi-asserted-by":"crossref","first-page":"137","DOI":"10.1023\/A:1025752526404","article-title":"Limiting connection between discrete and continuous time forward interest rate curve models","volume":"78","author":"G\u00e1ll","year":"2003","journal-title":"Acta Applicandae Math."}],"container-title":["Computers & Mathematics with Applications"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0898122105005079?httpAccept=text\/xml","content-type":"text\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0898122105005079?httpAccept=text\/plain","content-type":"text\/plain","content-version":"vor","intended-application":"text-mining"}],"deposited":{"date-parts":[[2019,1,16]],"date-time":"2019-01-16T10:24:21Z","timestamp":1547634261000},"score":1,"resource":{"primary":{"URL":"https:\/\/linkinghub.elsevier.com\/retrieve\/pii\/S0898122105005079"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2006,2]]},"references-count":12,"journal-issue":{"issue":"3-4","published-print":{"date-parts":[[2006,2]]}},"alternative-id":["S0898122105005079"],"URL":"https:\/\/doi.org\/10.1016\/j.camwa.2005.10.002","relation":{},"ISSN":["0898-1221"],"issn-type":[{"value":"0898-1221","type":"print"}],"subject":[],"published":{"date-parts":[[2006,2]]}}}