Randomised Mixture Models for Pricing Kernels (Q5072626)
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scientific article; zbMATH DE number 7516349
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Randomised Mixture Models for Pricing Kernels |
scientific article; zbMATH DE number 7516349 |
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Randomised Mixture Models for Pricing Kernels (English)
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29 April 2022
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asset pricing
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interest rates
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yield curves
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Markov processes
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Esscher martingales
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weighted heat kernels
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