Pricing with finite dimensional dependence (Q2347715)
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scientific article; zbMATH DE number 6443570
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing with finite dimensional dependence |
scientific article; zbMATH DE number 6443570 |
Statements
Pricing with finite dimensional dependence (English)
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8 June 2015
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derivative pricing
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term structure
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predictor space
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nonlinear state space
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volatility swaps
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finite dimensional dependence
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linearity generating process
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0.738114595413208
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0.7240679264068604
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0.7179161906242371
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0.7118346095085144
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0.7103836536407471
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