Real-world jump-diffusion term structure models (Q5189712): 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/10.1080/14697680902814233 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2136831886 / rank | |||
Normal rank | |||
Revision as of 23:20, 19 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)
0 references
11 March 2010
0 references
jump-diffusion term structure model
0 references
real-word probability measure, jump intensity and pricing
0 references
benchmark approach
0 references
growth optimal portfolio
0 references
