Rational term structure models with geometric Lévy martingales (Q3145086)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6115686
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Rational term structure models with geometric Lévy martingales |
scientific article; zbMATH DE number 6115686 |
Statements
Rational term structure models with geometric Lévy martingales (English)
0 references
13 December 2012
0 references
interest rate modelling
0 references
asset pricing
0 references
Lévy processes
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8038869500160217
0 references
0.7921565771102905
0 references
0.7917758822441101
0 references
0.7854101657867432
0 references
0.7789202332496643
0 references
