Lévy interest rate models with a long memory
Year of publication: |
2021
|
---|---|
Authors: | Hainaut, Donatien |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 10.2021, 1, p. 1-28
|
Publisher: |
Basel : MDPI |
Subject: | interest rate | Lévy process | Mittag– | Leffler function | mean reverting process |
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