BEHAVIOR OF LONG-TERM YIELDS IN A LÉVY TERM STRUCTURE (Q5420696)
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scientific article; zbMATH DE number 6304156
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BEHAVIOR OF LONG-TERM YIELDS IN A LÉVY TERM STRUCTURE |
scientific article; zbMATH DE number 6304156 |
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BEHAVIOR OF LONG-TERM YIELDS IN A LÉVY TERM STRUCTURE (English)
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13 June 2014
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long-term yields
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HJM modeling
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Lévy process
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interest rate theory
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