HEAT KERNEL MODELS FOR ASSET PRICING (Q5072625)

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scientific article; zbMATH DE number 7516348
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HEAT KERNEL MODELS FOR ASSET PRICING
scientific article; zbMATH DE number 7516348

    Statements

    title
    HEAT KERNEL MODELS FOR ASSET PRICING (English)
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    author
    Andrea Macrina
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    publication date
    29 April 2022
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    zbMATH Keywords
    asset pricing
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    pricing kernel
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    Markov processes
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    Lévy random bridges
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    equity
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    interest rates
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    debt
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    spread dynamics
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    contagion
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    Identifiers

    zbMATH DE Number
    7516348
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    OpenAlex ID
    W4214751756
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