A model of the term structure of interest rates based on Lévy fields
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Publication:2485808
DOI10.1016/j.spa.2004.06.006zbMath1151.91471arXivmath/0311144MaRDI QIDQ2485808
Eugene W. Lytvynov, Sergio A. Albeverio, Andrea Mahnig
Publication date: 5 August 2005
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0311144
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