Discrete Time Term Structure Theory and Consistent Recalibration Models (Q4607042): Difference between revisions

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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)
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    12 March 2018
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    forward characteristic process
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    volatility surface
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    calibration
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    finite dimensional realization
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    affine process
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    Identifiers