Rational term structure models with geometric Lévy martingales (Q3145086): Difference between revisions

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Latest revision as of 00:27, 6 July 2024

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Rational term structure models with geometric Lévy martingales
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    Rational term structure models with geometric Lévy martingales (English)
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    13 December 2012
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    interest rate modelling
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    asset pricing
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    Lévy processes
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