Mathematics of the Bond Market: A Lévy Processes Approach

DOI10.1017/9781316181836zbMath1498.91001OpenAlexW3014492841MaRDI QIDQ4959979

Michał Barski, Zabczyk, Jerzy

Publication date: 8 April 2020

Full work available at URL: https://doi.org/10.1017/9781316181836

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Applications of statistics to economics (62P20) Statistical methods; risk measures (91G70) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Interest rates, asset pricing, etc. (stochastic models) (91G30) Financial markets (91G15)

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