scientific article

From MaRDI portal

Revision as of 16:10, 3 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)

(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:2782352

Jump to:navigation, search

zbMath1012.91016MaRDI QIDQ2782352

Thomas Björk, Camilla Landén

Publication date: 3 April 2002

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

options term structure jump-diffusion model affine term structure futures price forward price

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Related Items (7)

A forward-backward SDE approach to affine models ⋮ In memoriam: Tomas Björk (1947--2021). On his career and beyond ⋮ Unifying exotic option closed formulas ⋮ Affine processes and applications in finance ⋮ Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option ⋮ On the martingale framework for futures prices. ⋮ Forecasting energy market contracts by ambit processes: empirical study and numerical results

This page was built for publication:

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:2782352&oldid=15671602"