Rational term structure models with geometric Lévy martingales (Q3145086): Difference between revisions
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Revision as of 14:25, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rational term structure models with geometric Lévy martingales |
scientific article |
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Rational term structure models with geometric Lévy martingales (English)
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13 December 2012
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interest rate modelling
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asset pricing
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Lévy processes
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