A NOTE ON REAL-WORLD AND RISK-NEUTRAL DYNAMICS FOR HEATH–JARROW–MORTON FRAMEWORKS (Q3304208)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A NOTE ON REAL-WORLD AND RISK-NEUTRAL DYNAMICS FOR HEATH–JARROW–MORTON FRAMEWORKS |
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A NOTE ON REAL-WORLD AND RISK-NEUTRAL DYNAMICS FOR HEATH–JARROW–MORTON FRAMEWORKS (English)
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5 August 2020
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Heath-Jarrow-Morton framework
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Lévy term structure models
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real-world dynamics
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risk-neutral dynamics
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stochastic partial differential equations
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change of measure
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