Bond and option pricing for interest rate model with clustering effects (Q4554475)
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scientific article; zbMATH DE number 6979506
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| default for all languages | No label defined |
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| English | Bond and option pricing for interest rate model with clustering effects |
scientific article; zbMATH DE number 6979506 |
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Bond and option pricing for interest rate model with clustering effects (English)
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14 November 2018
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interest rate modelling
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marked point process
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Hawkes processes
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bond pricing
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bond option
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0.8901782
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0.8701277
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0.8695255
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0.86143136
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0.8585066
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0.8536742
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0.85333663
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