An extended Heath-Jarrow-Morton risk-neutral drift (Q1003883)
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scientific article; zbMATH DE number 5523308
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An extended Heath-Jarrow-Morton risk-neutral drift |
scientific article; zbMATH DE number 5523308 |
Statements
An extended Heath-Jarrow-Morton risk-neutral drift (English)
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4 March 2009
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correlation
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Hilbert space
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HJM model
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equivalent measure
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risk-neutral drift
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