HEAT KERNEL MODELS FOR ASSET PRICING (Q5072625)
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scientific article; zbMATH DE number 7516348
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HEAT KERNEL MODELS FOR ASSET PRICING |
scientific article; zbMATH DE number 7516348 |
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HEAT KERNEL MODELS FOR ASSET PRICING (English)
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29 April 2022
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asset pricing
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pricing kernel
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Markov processes
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Lévy random bridges
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equity
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interest rates
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debt
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spread dynamics
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contagion
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