A model of the term structure of interest rates based on Lévy fields (Q2485808)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A model of the term structure of interest rates based on Lévy fields |
scientific article |
Statements
A model of the term structure of interest rates based on Lévy fields (English)
0 references
5 August 2005
0 references
Term structure of interest rates
0 references
Lévy fields
0 references
HJM model
0 references
Kennedy model
0 references
0 references
0 references
