LSV models with stochastic interest rates and correlated jumps

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English2016

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Published by Taylor and Francis Group; Informa UK (Taylor & Francis); Taylor & Francis; Informa UK Limited (ISSN 0020-7160) (2016).

Publisher: Taylor and Francis Group; Informa UK (Taylor & Francis); Taylor & Francis; Informa UK Limited (ISSN 0020-7160)

About this Mathematics article

LSV models with stochastic interest rates and correlated jumps by Itkin, Andrey is a Mathematics article available to read on EtoBox.

It is typically read by researchers, students, and practitioners in Mathematics.

Author

Itkin, Andrey

Publisher

Taylor and Francis Group; Informa UK (Taylor & Francis); Taylor & Francis; Informa UK Limited (ISSN 0020-7160)

Published

2016

Language

Field

Mathematics (Physical Sciences)