On the valuation of compositions in Lévy term structure models (Q3404105): Difference between revisions
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Revision as of 12:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the valuation of compositions in Lévy term structure models |
scientific article |
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On the valuation of compositions in Lévy term structure models (English)
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5 February 2010
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affine term structure models
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applied mathematical finance
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interest rate modelling
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Lévy process
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