What is the Natural Scale for a Lévy Process in Modelling Term Structure of Interest Rates?
| Year of publication: |
2006
|
|---|---|
| Authors: | Akahori, Jirô ; Tsuchiya, Takahiro |
| Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 13.2006, 4, p. 299-313
|
| Publisher: |
Springer |
| Subject: | State price density approach | Term structure models | Shirakawa model | Lévy process | Probability density |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005727077