Discrete Time Term Structure Theory and Consistent Recalibration Models (Q4607042): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 15:07, 7 February 2024
scientific article; zbMATH DE number 6849030
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete Time Term Structure Theory and Consistent Recalibration Models |
scientific article; zbMATH DE number 6849030 |
Statements
Discrete Time Term Structure Theory and Consistent Recalibration Models (English)
0 references
12 March 2018
0 references
forward characteristic process
0 references
volatility surface
0 references
calibration
0 references
finite dimensional realization
0 references
affine process
0 references
