Term structure models driven by general lévy processes

Mathematical Finance

Volumn 9, Issue 1, 1999, Pages 31-53

  Eberlein, Ernst ^a   Raible, Sebastian ^b  

^a UNIVERSITY OF FREIBURG   (Germany)

^b NONE

Author keywords

Hyperbolic L vy motion; L vy process; Markov property; Martingale modeling; Term structure models; Vasi ek model

Indexed keywords

EID: 0033480136     PISSN: 09601627     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9965.00062     Document Type: Article

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