HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES (Q5072622): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 1012.1878 / rank | |||
Normal rank |
Revision as of 23:28, 19 April 2024
scientific article; zbMATH DE number 7516345
Language | Label | Description | Also known as |
---|---|---|---|
English | HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES |
scientific article; zbMATH DE number 7516345 |
Statements
HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES (English)
0 references
29 April 2022
0 references
time-inhomogeneous Markov processes
0 references
Lévy processes
0 references
heat kernels
0 references
pricing kernels
0 references
information-based pricing
0 references
interest rate models
0 references
fixed-income assets
0 references