Real-world models for multiple term structures: a unifying HJM semimartingale framework

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Fontana, Claudio, Platen, Eckhard, Tappe, Stefan
Format:	Preprint
Published:	2024
Subjects:	Mathematical Finance Probability
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2411.01983