A model of the term structure of interest rates based on Lévy fields (Q2485808): Difference between revisions
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Revision as of 19:41, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A model of the term structure of interest rates based on Lévy fields |
scientific article |
Statements
A model of the term structure of interest rates based on Lévy fields (English)
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5 August 2005
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Term structure of interest rates
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Lévy fields
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HJM model
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Kennedy model
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