Discrete Time Term Structure Theory and Consistent Recalibration Models (Q4607042)
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scientific article; zbMATH DE number 6849030
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete Time Term Structure Theory and Consistent Recalibration Models |
scientific article; zbMATH DE number 6849030 |
Statements
Discrete Time Term Structure Theory and Consistent Recalibration Models (English)
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12 March 2018
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forward characteristic process
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volatility surface
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calibration
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finite dimensional realization
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affine process
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