Well-posedness and invariant measures for HJM models with deterministic volatility and Lévy noise (Q5189713)
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scientific article; zbMATH DE number 5680124
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Well-posedness and invariant measures for HJM models with deterministic volatility and Lévy noise |
scientific article; zbMATH DE number 5680124 |
Statements
Well-posedness and invariant measures for HJM models with deterministic volatility and Lévy noise (English)
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11 March 2010
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American style derivative securities
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continuous time finance
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control of stochastic systems
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differential equations
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term structure
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