A Short Rate Model Using Ambit Processes (Q2841800): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/978-1-4614-5906-4_24 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W84300698 / rank | |||
Normal rank | |||
Latest revision as of 21:47, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Short Rate Model Using Ambit Processes |
scientific article |
Statements
A Short Rate Model Using Ambit Processes (English)
0 references
30 July 2013
0 references
bond market
0 references
Gaussian processes
0 references
nonsemimartingales
0 references
short rates
0 references
volatility
0 references
CIR model
0 references
