Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Exploring non-Analytical affine jump-diffusion models for path-dependent interest rate derivatives - MaRDI portal

Exploring non-Analytical affine jump-diffusion models for path-dependent interest rate derivatives

From MaRDI portal
Publication:6538812

DOI10.1007/S10287-024-00514-1MaRDI QIDQ6538812

Author name not available (Why is that?)

Publication date: 14 May 2024

Published in: (Search for Journal in Brave)




zbMATH Keywords

No records found.


Mathematics Subject Classification ID

No records found.








This page was built for publication: Exploring non-Analytical affine jump-diffusion models for path-dependent interest rate derivatives

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6538812)

Retrieved from "https://mardi.schubotz.org/w/index.php?title=Publication:6538812&oldid=40062260"
Powered by MediaWiki