What is the natural scale for a Lévy process in modelling term structure of interest rates? (Q2461277)
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: What is the natural scale for a Lévy process in modelling term structure of interest rates? |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | What is the natural scale for a Lévy process in modelling term structure of interest rates? |
scientific article |
Statements
What is the natural scale for a Lévy process in modelling term structure of interest rates? (English)
0 references
27 November 2007
0 references
state price density approach
0 references
term structure models
0 references
Shirakawa model
0 references
Lévy process
0 references
probability density
0 references
0 references
0 references
