Randomised mixture models for pricing kernels (Q2398578)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Randomised mixture models for pricing kernels |
scientific article |
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Randomised mixture models for pricing kernels (English)
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16 August 2017
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asset pricing
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interest rates
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yield curves
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Markov processes
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Esscher martingales
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weighted heat kernels
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