Pages that link to "Item:Q2485808"
From MaRDI portal
The following pages link to A model of the term structure of interest rates based on Lévy fields (Q2485808):
Displaying 10 items.
- A class of Lévy driven SDEs and their explicit invariant measures (Q308998) (← links)
- Kernel-correlated Lévy field driven forward rate and application to derivative pricing (Q373004) (← links)
- Small noise asymptotic expansions for stochastic PDE's. I: The case of a dissipative polynomially bounded non linearity (Q765682) (← links)
- Alpha-CIR model with branching processes in sovereign interest rate modeling (Q2364536) (← links)
- Small noise asymptotic expansions for stochastic PDE's driven by dissipative nonlinearity and Lévy noise (Q2444634) (← links)
- What is the natural scale for a Lévy process in modelling term structure of interest rates? (Q2461277) (← links)
- Modelling Electricity Futures by Ambit Fields (Q3191820) (← links)
- Asymptotic expansion of the transition density of the semigroup associated to a SDE driven by Lévy noise (Q5018408) (← links)
- Well-posedness and invariant measures for HJM models with deterministic volatility and Lévy noise (Q5189713) (← links)
- Credit Derivatives Pricing Based on Lévy Field Driven Term Structure (Q5413860) (← links)
