Lévy-Ito models in finance (Q2039766)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lévy-Ito models in finance |
scientific article |
Statements
Lévy-Ito models in finance (English)
0 references
5 July 2021
0 references
asset pricing
0 references
foreign exchange
0 references
interest rate models
0 references
Lévy measure
0 references
Lévy processes
0 references
Poisson random measure
0 references
pricing kernels
0 references
risk aversion
0 references
risk premium
0 references
Siegel's paradox
0 references
Vasicek model
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
