Kernel-correlated Lévy field driven forward rate and application to derivative pricing (Q373004): Difference between revisions

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Latest revision as of 22:54, 6 July 2024

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Kernel-correlated Lévy field driven forward rate and application to derivative pricing
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    Kernel-correlated Lévy field driven forward rate and application to derivative pricing (English)
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    21 October 2013
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    forward interest rate
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    kernel-correlated Lévy field
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    HJM model
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    derivative pricing
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