scientific article; zbMATH DE number 2241893
From MaRDI portal
Publication:5714235
zbMath1135.60017MaRDI QIDQ5714235
Publication date: 28 December 2005
Full work available at URL: http://www.freidok.uni-freiburg.de/volltexte/2090/
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (13)
A general HJM framework for multiple yield curve modelling ⋮ A multiple-curve Lévy forward rate model in a two-price economy ⋮ A tractable LIBOR model with default risk ⋮ Variational Solutions of the Pricing PIDEs for European Options in Lévy Models ⋮ A multiple-curve HJM model of interbank risk ⋮ Time-inhomogeneous polynomial processes ⋮ A Lévy-Driven Asset Price Model with Bankruptcy and Liquidity Risk ⋮ Stochastic interest rate modelling using a single or multiple curves: an empirical performance analysis of the Lévy forward price model ⋮ Pricing of catastrophe insurance options written on a loss index with reestimation ⋮ A Unified View of LIBOR Models ⋮ Approximate Option Pricing in the Lévy Libor Model ⋮ On the valuation of compositions in Lévy term structure models ⋮ Predictable representation for time inhomogeneous Lévy processes and BSDEs
This page was built for publication:
