A Short Rate Model Using Ambit Processes (Q2841800)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A Short Rate Model Using Ambit Processes |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Short Rate Model Using Ambit Processes |
scientific article |
Statements
A Short Rate Model Using Ambit Processes (English)
0 references
30 July 2013
0 references
bond market
0 references
Gaussian processes
0 references
nonsemimartingales
0 references
short rates
0 references
volatility
0 references
CIR model
0 references
