Rational term structure models with geometric Lévy martingales (Q3145086): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3102765787 / rank | |||
Normal rank |
Revision as of 01:49, 20 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