A model of discontinuous interest rate behavior, yield curves, and volatility (Q941729)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A model of discontinuous interest rate behavior, yield curves, and volatility |
scientific article |
Statements
A model of discontinuous interest rate behavior, yield curves, and volatility (English)
0 references
2 September 2008
0 references
Interest rates
0 references
Yield curve
0 references
Levy process
0 references
0 references