{"id":"https://openalex.org/W2012015890","doi":"https://doi.org/10.1007/s007800200088","title":"Modeling the term structure of interest rates with general short-rate models","display_name":"Modeling the term structure of interest rates with general short-rate models","publication_year":2003,"publication_date":"2003-07-01","ids":{"openalex":"https://openalex.org/W2012015890","doi":"https://doi.org/10.1007/s007800200088","mag":"2012015890"},"language":"en","primary_location":{"id":"doi:10.1007/s007800200088","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s007800200088","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/A5053118422","display_name":"Hideyuki Takamizawa","orcid":null},"institutions":[{"id":"https://openalex.org/I146399215","display_name":"University of Tsukuba","ror":"https://ror.org/02956yf07","country_code":"JP","type":"education","lineage":["https://openalex.org/I146399215"]}],"countries":["JP"],"is_corresponding":true,"raw_author_name":"Hideyuki Takamizawa","raw_affiliation_strings":["Institute of Policy and Planning Sciences, University of Tsukuba, Tsukuba Ibaraki 305-8573, Japan (e-mail: {htakamiz, shoji}@sk.tsukuba.ac.jp)\n, , , , , , JP","Institute of Policy and Planning Sciences, University of Tsukuba, Tsukuba Ibaraki 305-8573, Japan (e-mail: {htakamiz, shoji}@sk.tsukuba.ac.jp) , JP"],"affiliations":[{"raw_affiliation_string":"Institute of Policy and Planning Sciences, University of Tsukuba, Tsukuba Ibaraki 305-8573, Japan (e-mail: {htakamiz, shoji}@sk.tsukuba.ac.jp)\n, , , , , , JP","institution_ids":["https://openalex.org/I146399215"]},{"raw_affiliation_string":"Institute of Policy and Planning Sciences, University of Tsukuba, Tsukuba Ibaraki 305-8573, Japan (e-mail: {htakamiz, shoji}@sk.tsukuba.ac.jp) , JP","institution_ids":["https://openalex.org/I146399215"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5005484601","display_name":"Isao Shoji","orcid":"https://orcid.org/0000-0002-5160-693X"},"institutions":[{"id":"https://openalex.org/I146399215","display_name":"University of Tsukuba","ror":"https://ror.org/02956yf07","country_code":"JP","type":"education","lineage":["https://openalex.org/I146399215"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Isao Shoji","raw_affiliation_strings":["Institute of Policy and Planning Sciences, University of Tsukuba, Tsukuba Ibaraki 305-8573, Japan (e-mail: {htakamiz, shoji}@sk.tsukuba.ac.jp)\n, , , , , , JP","Institute of Policy and Planning Sciences, University of Tsukuba, Tsukuba Ibaraki 305-8573, Japan (e-mail: {htakamiz, shoji}@sk.tsukuba.ac.jp) , JP"],"affiliations":[{"raw_affiliation_string":"Institute of Policy and Planning Sciences, University of Tsukuba, Tsukuba Ibaraki 305-8573, Japan (e-mail: {htakamiz, shoji}@sk.tsukuba.ac.jp)\n, , , , , , JP","institution_ids":["https://openalex.org/I146399215"]},{"raw_affiliation_string":"Institute of Policy and Planning Sciences, University of Tsukuba, Tsukuba Ibaraki 305-8573, Japan (e-mail: {htakamiz, shoji}@sk.tsukuba.ac.jp) , JP","institution_ids":["https://openalex.org/I146399215"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5053118422"],"corresponding_institution_ids":["https://openalex.org/I146399215"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":1.6154,"has_fulltext":false,"cited_by_count":10,"citation_normalized_percentile":{"value":0.86007463,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"7","issue":"3","first_page":"323","last_page":"335"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9993000030517578,"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":0.9993000030517578,"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/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9764000177383423,"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/T11496","display_name":"Credit Risk and Financial Regulations","score":0.9713000059127808,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/term","display_name":"Term (time)","score":0.7990337610244751},{"id":"https://openalex.org/keywords/yield-curve","display_name":"Yield curve","score":0.6975775361061096},{"id":"https://openalex.org/keywords/affine-term-structure-model","display_name":"Affine term structure model","score":0.6704537868499756},{"id":"https://openalex.org/keywords/short-rate","display_name":"Short rate","score":0.6152393221855164},{"id":"https://openalex.org/keywords/affine-transformation","display_name":"Affine transformation","score":0.5855284333229065},{"id":"https://openalex.org/keywords/mathematical-finance","display_name":"Mathematical finance","score":0.5674945116043091},{"id":"https://openalex.org/keywords/short-rate-model","display_name":"Short-rate model","score":0.5589014291763306},{"id":"https://openalex.org/keywords/rendleman\u2013bartter-model","display_name":"Rendleman\u2013Bartter model","score":0.5476422309875488},{"id":"https://openalex.org/keywords/diffusion","display_name":"Diffusion","score":0.4421887993812561},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.42970559000968933},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3998931348323822},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.38979944586753845},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.38813167810440063},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.36158865690231323},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3358941674232483},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.10163229703903198},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.09679120779037476},{"id":"https://openalex.org/keywords/thermodynamics","display_name":"Thermodynamics","score":0.08949410915374756},{"id":"https://openalex.org/keywords/geometry","display_name":"Geometry","score":0.06446120142936707}],"concepts":[{"id":"https://openalex.org/C61797465","wikidata":"https://www.wikidata.org/wiki/Q1188986","display_name":"Term (time)","level":2,"score":0.7990337610244751},{"id":"https://openalex.org/C176230804","wikidata":"https://www.wikidata.org/wiki/Q205257","display_name":"Yield curve","level":3,"score":0.6975775361061096},{"id":"https://openalex.org/C40753778","wikidata":"https://www.wikidata.org/wiki/Q4688953","display_name":"Affine term structure model","level":4,"score":0.6704537868499756},{"id":"https://openalex.org/C54775282","wikidata":"https://www.wikidata.org/wiki/Q7502071","display_name":"Short rate","level":4,"score":0.6152393221855164},{"id":"https://openalex.org/C92757383","wikidata":"https://www.wikidata.org/wiki/Q382497","display_name":"Affine transformation","level":2,"score":0.5855284333229065},{"id":"https://openalex.org/C93373587","wikidata":"https://www.wikidata.org/wiki/Q335632","display_name":"Mathematical finance","level":2,"score":0.5674945116043091},{"id":"https://openalex.org/C93246554","wikidata":"https://www.wikidata.org/wiki/Q4162534","display_name":"Short-rate model","level":3,"score":0.5589014291763306},{"id":"https://openalex.org/C108018779","wikidata":"https://www.wikidata.org/wiki/Q7312852","display_name":"Rendleman\u2013Bartter model","level":3,"score":0.5476422309875488},{"id":"https://openalex.org/C69357855","wikidata":"https://www.wikidata.org/wiki/Q163214","display_name":"Diffusion","level":2,"score":0.4421887993812561},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.42970559000968933},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3998931348323822},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.38979944586753845},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.38813167810440063},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.36158865690231323},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3358941674232483},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.10163229703903198},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.09679120779037476},{"id":"https://openalex.org/C97355855","wikidata":"https://www.wikidata.org/wiki/Q11473","display_name":"Thermodynamics","level":1,"score":0.08949410915374756},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.06446120142936707},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.0},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s007800200088","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s007800200088","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":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":24,"referenced_works":["https://openalex.org/W2010279024","https://openalex.org/W2013033162","https://openalex.org/W2019746656","https://openalex.org/W2022542002","https://openalex.org/W2023484970","https://openalex.org/W2026699941","https://openalex.org/W2028995298","https://openalex.org/W2033296052","https://openalex.org/W2038509694","https://openalex.org/W2053260143","https://openalex.org/W2059074024","https://openalex.org/W2068629725","https://openalex.org/W2076057077","https://openalex.org/W2092784029","https://openalex.org/W2101849705","https://openalex.org/W2104828113","https://openalex.org/W2138197227","https://openalex.org/W2141322400","https://openalex.org/W2170537604","https://openalex.org/W3021444882","https://openalex.org/W3023340179","https://openalex.org/W3122511407","https://openalex.org/W3124236238","https://openalex.org/W3125050320"],"related_works":["https://openalex.org/W2946460581","https://openalex.org/W1566194356","https://openalex.org/W1500204585","https://openalex.org/W2235334600","https://openalex.org/W3122625347","https://openalex.org/W3124047248","https://openalex.org/W2223546212","https://openalex.org/W2701176166","https://openalex.org/W2133454976","https://openalex.org/W565208447"],"abstract_inverted_index":null,"counts_by_year":[{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}