Skew CIR process, conditional characteristic function, moments and bond pricing (Q2318215): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 07:42, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Skew CIR process, conditional characteristic function, moments and bond pricing |
scientific article |
Statements
Skew CIR process, conditional characteristic function, moments and bond pricing (English)
0 references
14 August 2019
0 references
Feller branching process
0 references
skew CIR process
0 references
conditional characteristic function
0 references
moment
0 references
zero coupon bond pricing
0 references
