Heat kernel models for asset pricing (Q2941066)
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scientific article; zbMATH DE number 6389038
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Heat kernel models for asset pricing |
scientific article; zbMATH DE number 6389038 |
Statements
HEAT KERNEL MODELS FOR ASSET PRICING (English)
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21 January 2015
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asset pricing
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pricing kernel
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Markov processes
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Lévy random bridges
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equity
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interest rates
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debt
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spread dynamics
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contagion
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0.9944586157798768
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0.8014131784439087
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0.7884949445724487
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