Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
A NOTE ON REAL-WORLD AND RISK-NEUTRAL DYNAMICS FOR HEATH–JARROW–MORTON FRAMEWORKS - MaRDI portal

A NOTE ON REAL-WORLD AND RISK-NEUTRAL DYNAMICS FOR HEATH–JARROW–MORTON FRAMEWORKS (Q3304208)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A NOTE ON REAL-WORLD AND RISK-NEUTRAL DYNAMICS FOR HEATH–JARROW–MORTON FRAMEWORKS
scientific article

    Statements

    title
    A NOTE ON REAL-WORLD AND RISK-NEUTRAL DYNAMICS FOR HEATH–JARROW–MORTON FRAMEWORKS (English)
    0 references
    author
    David Criens
    0 references
    publication date
    5 August 2020
    0 references
    zbMATH Keywords
    Heath-Jarrow-Morton framework
    0 references
    Lévy term structure models
    0 references
    real-world dynamics
    0 references
    risk-neutral dynamics
    0 references
    stochastic partial differential equations
    0 references
    change of measure
    0 references
    cites work
    Measure Theory
    0 references
    Q3957682
    0 references
    Q5711199
    0 references
    Q4778955
    0 references
    Q4002114
    0 references
    Q3874765
    0 references
    Q4226355
    0 references
    Q4284032
    0 references
    Q3862204
    0 references

    Identifiers

    zbMATH DE Number
    7228490
    0 references
    arXiv ID
    1607.03086
    0 references
    OpenAlex ID
    W3033568129
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3304208&oldid=37082667"
    Powered by MediaWiki