What is the natural scale for a Lévy process in modelling term structure of interest rates? (Q2461277)
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| Language | Label | Description | Also known as |
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| English | What is the natural scale for a Lévy process in modelling term structure of interest rates? |
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What is the natural scale for a Lévy process in modelling term structure of interest rates? (English)
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27 November 2007
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state price density approach
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term structure models
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Shirakawa model
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Lévy process
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probability density
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