Well-posedness and invariant measures for HJM models with deterministic volatility and Levy noise
Year of publication: |
2010
|
---|---|
Authors: | Marinelli, Carlo |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 10.2010, 1, p. 39-47
|
Publisher: |
Taylor & Francis Journals |
Subject: | American style derivative securities | Continuous time finance | Control of stochastic systems | Differential equations | Term structure |
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