Negative probabilities in modeling random financial processes

MaRDI QIDQ2910180zbMATH OpenFDO

Authors Gunter Meissner, Mark Burgin

Publication date 7 September 2012

Published in Integration: Mathematical Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

random processextended probabilitynegative probabilitymodeling interest ratesnegative interest ratesswapoptions

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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