Lévy interest rate models with a long memory
Year of publication: |
2021
|
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Authors: | Hainaut, Donatien |
Subject: | interest rate | Lévy process | Mittag–Leffler function | mean reverting process | Stochastischer Prozess | Stochastic process | Zinsstruktur | Yield curve | Zins | Interest rate | Optionspreistheorie | Option pricing theory | Zeitreihenanalyse | Time series analysis |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks10010002 [DOI] hdl:10419/258313 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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