Phil Hunt, Joanne Kennedy, Antoon Pelsser. Markov-functional interest rate models. Finance and Stochastics, 4(4):391-408, 2000. [doi]
@article{HuntKP00,
title = {Markov-functional interest rate models},
author = {Phil Hunt and Joanne Kennedy and Antoon Pelsser},
year = {2000},
doi = {10.1007/PL00013525},
url = {http://dx.doi.org/10.1007/PL00013525},
researchr = {https://researchr.org/publication/HuntKP00},
cites = {0},
citedby = {0},
journal = {Finance and Stochastics},
volume = {4},
number = {4},
pages = {391-408},
}