A cross-currency Lévy market model (Q3437405)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A cross-currency Lévy market model |
scientific article |
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A cross-currency Lévy market model (English)
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9 May 2007
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multi-currency model
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cross-currency derivatives
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foreign forward caps and floors
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cross-currency swaps
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time-inhomogeneous Lévy processes
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forward martingale measure
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