Non-extensive minimal entropy martingale measures and semi-Markov regime switching interest rate modeling (Q2132786): Difference between revisions

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Property / author: Vasile C. Preda / rank
 
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Latest revision as of 19:41, 28 July 2024

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Non-extensive minimal entropy martingale measures and semi-Markov regime switching interest rate modeling
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    Non-extensive minimal entropy martingale measures and semi-Markov regime switching interest rate modeling (English)
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    28 April 2022
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    entropy
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    minimal entropy martingale
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    interest rate models
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    semi-Markov processes
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    risk neutral density
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