Non-maturing deposits modelling in an Ornstein-Uhlenbeck framework (Q6581512)
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scientific article; zbMATH DE number 7889641
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-maturing deposits modelling in an Ornstein-Uhlenbeck framework |
scientific article; zbMATH DE number 7889641 |
Statements
Non-maturing deposits modelling in an Ornstein-Uhlenbeck framework (English)
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30 July 2024
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Lévy processes
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multivariate Ornstein-Uhlenbeck processes
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normal inverse Gaussian
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operational research in non-maturing deposits
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