Estimation of risk-neutral processes in single-factor jump-diffusion interest rate models (Q491007)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimation of risk-neutral processes in single-factor jump-diffusion interest rate models |
scientific article; zbMATH DE number 6474997
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of risk-neutral processes in single-factor jump-diffusion interest rate models |
scientific article; zbMATH DE number 6474997 |
Statements
Estimation of risk-neutral processes in single-factor jump-diffusion interest rate models (English)
0 references
24 August 2015
0 references
interest rates
0 references
yield curves
0 references
jump-diffusion stochastic processes
0 references
numerical differentiation
0 references
nonparametric estimation
0 references
