Stochastic volatility Gaussian Heath-Jarrow-Morton models (Q4672758): Difference between revisions
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scientific article; zbMATH DE number 2164111
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic volatility Gaussian Heath-Jarrow-Morton models |
scientific article; zbMATH DE number 2164111 |
Statements
Stochastic volatility Gaussian Heath-Jarrow-Morton models (English)
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3 May 2005
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term structure of interest rates
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stochastic volatility
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continuous time Markov chains
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piecewise-deterministic Markov processes
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