Real-world versus risk-neutral measures in the estimation of an interest rate model with stochastic volatility

  1. Gómez-Valle, L.
  2. Martínez-Rodríguez, J.
Collection de livres:
Mathematical and Statistical Methods for Actuarial Sciences and Finance, MAF 2018

ISBN: 9783319898230

Année de publication: 2018

Pages: 397-401

Type: Chapitre d'ouvrage

DOI: 10.1007/978-3-319-89824-7_71 GOOGLE SCHOLAR