Tangent Lévy market models (Q1761433)
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scientific article; zbMATH DE number 6106799
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tangent Lévy market models |
scientific article; zbMATH DE number 6106799 |
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Tangent Lévy market models (English)
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15 November 2012
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implied volatility surface
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tangent models
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Lévy processes
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market models
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arbitrage-free term structure dynamics
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Heath-Jarrow-Morton theory
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