Pages that link to "Item:Q4610206"
From MaRDI portal
The following pages link to Martingale property of exponential semimartingales: a note on explicit conditions and applications to asset price and Libor models (Q4610206):
Displaying 5 items.
- A general HJM framework for multiple yield curve modelling (Q287657) (← links)
- A characterization of the martingale property of exponentially affine processes (Q550153) (← links)
- A simple proof of the martingale property in a semi-log-normal stochastic volatility model (Q3177164) (← links)
- A Unified View of LIBOR Models (Q4976510) (← links)
- A Multiple Curve Lévy Swap Market Model (Q4994676) (← links)