{"id":"https://openalex.org/W2007783962","doi":"https://doi.org/10.1007/s007800050069","title":"Minimal realizations of interest rate models","display_name":"Minimal realizations of interest rate models","publication_year":1999,"publication_date":"1999-08-01","ids":{"openalex":"https://openalex.org/W2007783962","doi":"https://doi.org/10.1007/s007800050069","mag":"2007783962"},"language":"en","primary_location":{"id":"doi:10.1007/s007800050069","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s007800050069","pdf_url":null,"source":{"id":"https://openalex.org/S172526255","display_name":"Finance and Stochastics","issn_l":"0949-2984","issn":["0949-2984","1432-1122"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Finance and Stochastics","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5071437277","display_name":"Tomas Bj\u00f6rk","orcid":null},"institutions":[{"id":"https://openalex.org/I180242103","display_name":"Stockholm School of Economics","ror":"https://ror.org/01s5jzh92","country_code":"SE","type":"education","lineage":["https://openalex.org/I180242103"]}],"countries":["SE"],"is_corresponding":true,"raw_author_name":"Tomas Bj\u00f6rk","raw_affiliation_strings":["Department of Finance, Stockholm School of Economics, Box 6501, SE-113 83 Stockholm Sweden (e-mail: fintb@hhs.se)\n, , , , , , SE","Department of Finance, Stockholm School of Economics, Box 6501, SE-113 83 Stockholm Sweden (e-mail: fintb@hhs.se)#N#, , SE"],"affiliations":[{"raw_affiliation_string":"Department of Finance, Stockholm School of Economics, Box 6501, SE-113 83 Stockholm Sweden (e-mail: fintb@hhs.se)\n, , , , , , SE","institution_ids":["https://openalex.org/I180242103"]},{"raw_affiliation_string":"Department of Finance, Stockholm School of Economics, Box 6501, SE-113 83 Stockholm Sweden (e-mail: fintb@hhs.se)#N#, , SE","institution_ids":["https://openalex.org/I180242103"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5063365418","display_name":"Andrea Gombani","orcid":"https://orcid.org/0000-0001-7681-2628"},"institutions":[{"id":"https://openalex.org/I4210133023","display_name":"Institute for the Dynamics of Environmental Processes","ror":"https://ror.org/03z58xd74","country_code":"IT","type":"facility","lineage":["https://openalex.org/I4210133023","https://openalex.org/I4210155236"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Andrea Gombani","raw_affiliation_strings":["LADSEB-CNR, Corso Stati Uniti 4, I-35127 Padova, Italy (e-mail: gombani@ladseb.pd.cnr.it)\n, , , , , , IT","LADSEB-CNR, Corso Stati Uniti 4, I-35127 Padova, Italy (e-mail: gombani@ladseb.pd.cnr.it)#N#, , IT"],"affiliations":[{"raw_affiliation_string":"LADSEB-CNR, Corso Stati Uniti 4, I-35127 Padova, Italy (e-mail: gombani@ladseb.pd.cnr.it)\n, , , , , , IT","institution_ids":["https://openalex.org/I4210133023"]},{"raw_affiliation_string":"LADSEB-CNR, Corso Stati Uniti 4, I-35127 Padova, Italy (e-mail: gombani@ladseb.pd.cnr.it)#N#, , IT","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5071437277"],"corresponding_institution_ids":["https://openalex.org/I180242103"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":4.7924,"has_fulltext":false,"cited_by_count":144,"citation_normalized_percentile":{"value":0.95048041,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":100},"biblio":{"volume":"3","issue":"4","first_page":"413","last_page":"432"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10588","display_name":"Mathematical Dynamics and Fractals","score":0.9524999856948853,"subfield":{"id":"https://openalex.org/subfields/2610","display_name":"Mathematical Physics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.9472000002861023,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/realization","display_name":"Realization (probability)","score":0.6730613708496094},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.5758370161056519},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5587159395217896},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.5064812898635864},{"id":"https://openalex.org/keywords/dimension","display_name":"Dimension (graph theory)","score":0.4905371069908142},{"id":"https://openalex.org/keywords/stochastic-volatility","display_name":"Stochastic volatility","score":0.485443651676178},{"id":"https://openalex.org/keywords/computation","display_name":"Computation","score":0.47667956352233887},{"id":"https://openalex.org/keywords/mathematical-finance","display_name":"Mathematical finance","score":0.4610944986343384},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4610111117362976},{"id":"https://openalex.org/keywords/benchmark","display_name":"Benchmark (surveying)","score":0.45866289734840393},{"id":"https://openalex.org/keywords/interest-rate","display_name":"Interest rate","score":0.45402202010154724},{"id":"https://openalex.org/keywords/state-space","display_name":"State space","score":0.4315972924232483},{"id":"https://openalex.org/keywords/stochastic-process","display_name":"Stochastic process","score":0.4274331331253052},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3381592929363251},{"id":"https://openalex.org/keywords/pure-mathematics","display_name":"Pure mathematics","score":0.17657753825187683},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.15321269631385803},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.12972646951675415},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.10549646615982056},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.10305586457252502}],"concepts":[{"id":"https://openalex.org/C2781089630","wikidata":"https://www.wikidata.org/wiki/Q21856745","display_name":"Realization (probability)","level":2,"score":0.6730613708496094},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.5758370161056519},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5587159395217896},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.5064812898635864},{"id":"https://openalex.org/C33676613","wikidata":"https://www.wikidata.org/wiki/Q13415176","display_name":"Dimension (graph theory)","level":2,"score":0.4905371069908142},{"id":"https://openalex.org/C85393063","wikidata":"https://www.wikidata.org/wiki/Q596307","display_name":"Stochastic volatility","level":3,"score":0.485443651676178},{"id":"https://openalex.org/C45374587","wikidata":"https://www.wikidata.org/wiki/Q12525525","display_name":"Computation","level":2,"score":0.47667956352233887},{"id":"https://openalex.org/C93373587","wikidata":"https://www.wikidata.org/wiki/Q335632","display_name":"Mathematical finance","level":2,"score":0.4610944986343384},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4610111117362976},{"id":"https://openalex.org/C185798385","wikidata":"https://www.wikidata.org/wiki/Q1161707","display_name":"Benchmark (surveying)","level":2,"score":0.45866289734840393},{"id":"https://openalex.org/C175025494","wikidata":"https://www.wikidata.org/wiki/Q179179","display_name":"Interest rate","level":2,"score":0.45402202010154724},{"id":"https://openalex.org/C72434380","wikidata":"https://www.wikidata.org/wiki/Q230930","display_name":"State space","level":2,"score":0.4315972924232483},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.4274331331253052},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3381592929363251},{"id":"https://openalex.org/C202444582","wikidata":"https://www.wikidata.org/wiki/Q837863","display_name":"Pure mathematics","level":1,"score":0.17657753825187683},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.15321269631385803},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.12972646951675415},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.10549646615982056},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.10305586457252502},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.0},{"id":"https://openalex.org/C13280743","wikidata":"https://www.wikidata.org/wiki/Q131089","display_name":"Geodesy","level":1,"score":0.0},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s007800050069","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s007800050069","pdf_url":null,"source":{"id":"https://openalex.org/S172526255","display_name":"Finance and Stochastics","issn_l":"0949-2984","issn":["0949-2984","1432-1122"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Finance and Stochastics","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":14,"referenced_works":["https://openalex.org/W1538686203","https://openalex.org/W1542004730","https://openalex.org/W1988697445","https://openalex.org/W1998031535","https://openalex.org/W1999354010","https://openalex.org/W2022565268","https://openalex.org/W2063084473","https://openalex.org/W2068629725","https://openalex.org/W2073531665","https://openalex.org/W2076057077","https://openalex.org/W2081877251","https://openalex.org/W2130613450","https://openalex.org/W2168672487","https://openalex.org/W4285719527"],"related_works":["https://openalex.org/W4234445916","https://openalex.org/W4253275321","https://openalex.org/W4247818724","https://openalex.org/W4200249462","https://openalex.org/W3094105199","https://openalex.org/W171914860","https://openalex.org/W2143428667","https://openalex.org/W2060317829","https://openalex.org/W4249297485","https://openalex.org/W2059733923"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":46},{"year":2018,"cited_by_count":1},{"year":2016,"cited_by_count":3},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":6},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":4}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
