Real-world jump-diffusion term structure models (Q5189712): Difference between revisions
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Revision as of 19:12, 5 March 2024
scientific article; zbMATH DE number 5680123
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Real-world jump-diffusion term structure models |
scientific article; zbMATH DE number 5680123 |
Statements
Real-world jump-diffusion term structure models (English)
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11 March 2010
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jump-diffusion term structure model
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real-word probability measure, jump intensity and pricing
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benchmark approach
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growth optimal portfolio
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