Real-World Versus Risk-Neutral Measures in the Estimation of an Interest Rate Model with Stochastic Volatility (Q4689054)
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scientific article; zbMATH DE number 6953987
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Real-World Versus Risk-Neutral Measures in the Estimation of an Interest Rate Model with Stochastic Volatility |
scientific article; zbMATH DE number 6953987 |
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Real-World Versus Risk-Neutral Measures in the Estimation of an Interest Rate Model with Stochastic Volatility (English)
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12 October 2018
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interest rates
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stochastic volatility
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jump-diffusion
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stochastic processes
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nonparametric estimation
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numerical differentiation
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