Term Structure Models Driven by General Levy Processes (Q2757293): Difference between revisions
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Revision as of 08:20, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Term Structure Models Driven by General Levy Processes |
scientific article |
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Term Structure Models Driven by General Levy Processes (English)
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26 November 2001
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term structure models
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martingale modeling
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Lévy process
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hyperbolic Lévy motion
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Markov property
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Vasiěk model
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