Terra Cognita

Classification and calibration of affine models driven by independent L\'evy processes

CC-BY mirrored here arxiv 2023

Micha{\l} Barski, Rafa{\l} {\L}ochowski

arXiv preprint (math.PR, q-fin.MF).

Read here Source ↗

ABSTRACT · 0.0 MB · sha256 979f2ca78186…

Concepts this teaches

Not yet mapped to any concept.

A resource only becomes useful here once a curator has anchored it to concepts at specific pages. Until then it is a book on a shelf.