Rational term structure models with geometric Lévy martingales (Q3145086): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 09:54, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rational term structure models with geometric Lévy martingales |
scientific article |
Statements
Rational term structure models with geometric Lévy martingales (English)
0 references
13 December 2012
0 references
interest rate modelling
0 references
asset pricing
0 references
Lévy processes
0 references
