HEAT KERNEL MODELS FOR ASSET PRICING (Q2941066): Difference between revisions
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Revision as of 10:04, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HEAT KERNEL MODELS FOR ASSET PRICING |
scientific article |
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HEAT KERNEL MODELS FOR ASSET PRICING (English)
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21 January 2015
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asset pricing
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pricing kernel
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Markov processes
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Lévy random bridges
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equity
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interest rates
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debt
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spread dynamics
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contagion
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