Term structure models driven by general Lévy processes (Q2757293)
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scientific article; zbMATH DE number 1676810
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Term structure models driven by general Lévy processes |
scientific article; zbMATH DE number 1676810 |
Statements
26 November 2001
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term structure models
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martingale modeling
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Lévy process
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hyperbolic Lévy motion
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Markov property
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Vasiěk model
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0.92107946
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0.90700376
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0.90012383
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0.8936314
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0.89016694
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Term structure models driven by general Lévy processes (English)
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