AFFINE PROCESSES, ARBITRAGE-FREE TERM STRUCTURES OF LEGENDRE POLYNOMIALS, AND OPTION PRICING (Q4675930)
From MaRDI portal
scientific article; zbMATH DE number 2166056
Language | Label | Description | Also known as |
---|---|---|---|
English | AFFINE PROCESSES, ARBITRAGE-FREE TERM STRUCTURES OF LEGENDRE POLYNOMIALS, AND OPTION PRICING |
scientific article; zbMATH DE number 2166056 |
Statements
AFFINE PROCESSES, ARBITRAGE-FREE TERM STRUCTURES OF LEGENDRE POLYNOMIALS, AND OPTION PRICING (English)
0 references
6 May 2005
0 references
consistent term structure models
0 references
Multifactor affine processes
0 references
Legendre polynomials, derivatives pricing
0 references
0 references
0 references
0 references