AFFINE PROCESSES, ARBITRAGE-FREE TERM STRUCTURES OF LEGENDRE POLYNOMIALS, AND OPTION PRICING (Q4675930)
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scientific article; zbMATH DE number 2166056
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AFFINE PROCESSES, ARBITRAGE-FREE TERM STRUCTURES OF LEGENDRE POLYNOMIALS, AND OPTION PRICING |
scientific article; zbMATH DE number 2166056 |
Statements
AFFINE PROCESSES, ARBITRAGE-FREE TERM STRUCTURES OF LEGENDRE POLYNOMIALS, AND OPTION PRICING (English)
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6 May 2005
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consistent term structure models
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Multifactor affine processes
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Legendre polynomials, derivatives pricing
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