The risk-neutral stochastic volatility in interest rate models with jump-diffusion processes (Q1631415)
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scientific article; zbMATH DE number 6989842
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The risk-neutral stochastic volatility in interest rate models with jump-diffusion processes |
scientific article; zbMATH DE number 6989842 |
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The risk-neutral stochastic volatility in interest rate models with jump-diffusion processes (English)
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6 December 2018
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interest rate model
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jump-diffusion stochastic processes
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stochastic volatility
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risk-neutral measure
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numerical differentiation
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nonparametric estimation
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