Discrete Time Term Structure Theory and Consistent Recalibration Models (Q4607042): Difference between revisions
From MaRDI portal
Latest revision as of 09:04, 30 July 2024
scientific article; zbMATH DE number 6849030
Language | Label | Description | Also known as |
---|---|---|---|
English | Discrete Time Term Structure Theory and Consistent Recalibration Models |
scientific article; zbMATH DE number 6849030 |
Statements
Discrete Time Term Structure Theory and Consistent Recalibration Models (English)
0 references
12 March 2018
0 references
forward characteristic process
0 references
volatility surface
0 references
calibration
0 references
finite dimensional realization
0 references
affine process
0 references
0 references