What is the natural scale for a Lévy process in modelling term structure of interest rates? (Q2461277)

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What is the natural scale for a Lévy process in modelling term structure of interest rates?
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    What is the natural scale for a Lévy process in modelling term structure of interest rates? (English)
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    27 November 2007
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    state price density approach
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    term structure models
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    Shirakawa model
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    Lévy process
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    probability density
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