Real-World Forward Rate Dynamics With Affine Realizations (Q3448331): Difference between revisions
From MaRDI portal
Latest revision as of 22:32, 10 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Real-World Forward Rate Dynamics With Affine Realizations |
scientific article |
Statements
Real-World Forward Rate Dynamics With Affine Realizations (English)
0 references
23 October 2015
0 references
Lévy driven interest rate model
0 references
real-world forward rate dynamics
0 references
affine realization
0 references
market price of risk
0 references
0 references
0 references
0 references