On the structure of Gaussian pricing models and Gaussian Markov functional models (Q5433094)
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scientific article; zbMATH DE number 5221738
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the structure of Gaussian pricing models and Gaussian Markov functional models |
scientific article; zbMATH DE number 5221738 |
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On the structure of Gaussian pricing models and Gaussian Markov functional models (English)
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19 December 2007
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derivatives pricing
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interest rate modelling
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mathematical finance
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exotic options
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