An interest rate tree driven by a Lévy process
Donatien Hainaut and Renaud MacGilchrist
| Year of publication: |
2010
|
|---|---|
| Authors: | Hainaut, Donatien ; MacGilchrist, Renaud |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 18.2010, 2, p. 33-45
|
| Subject: | Anleihe | Bond | Börsenkurs | Share price | Finanzanalyse | Financial analysis | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008771478