A complete Markovian stochastic volatility model in the HJM framework (Q1000522): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1023/a:1010017213565 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W142259032 / rank | |||
Normal rank |
Latest revision as of 10:16, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A complete Markovian stochastic volatility model in the HJM framework |
scientific article |
Statements
A complete Markovian stochastic volatility model in the HJM framework (English)
0 references
6 February 2009
0 references