A BSDE approach for bond pricing under interest rate models with self-exciting jumps (Q5078537): Difference between revisions
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Revision as of 02:01, 20 March 2024
scientific article; zbMATH DE number 7530978
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A BSDE approach for bond pricing under interest rate models with self-exciting jumps |
scientific article; zbMATH DE number 7530978 |
Statements
A BSDE approach for bond pricing under interest rate models with self-exciting jumps (English)
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23 May 2022
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bond pricing
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interest rate model
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clustering effects
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backward stochastic differential equation
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marked point process
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