Hybrid Lévy Models: Design and Computational Aspects (Q5742508)
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scientific article; zbMATH DE number 7054596
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hybrid Lévy Models: Design and Computational Aspects |
scientific article; zbMATH DE number 7054596 |
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Hybrid Lévy Models: Design and Computational Aspects (English)
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15 May 2019
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hybrid models
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time-inhomogeneous Lévy processes
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interest rate derivatives
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equity derivatives
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hybrid derivatives
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