Rational Term Structure Models with Geometric L´ evy Martingales Ewan Mackie Imperial College Business School, Imperial College London, London SW7 2AZ

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Date: 2010-06-21 11:05:35 Martingale theory Wiener process Heath–Jarrow–Morton framework Statistics Stochastic processes Mathematical finance		Rational Term Structure Models with Geometric L´ evy Martingales Ewan Mackie Imperial College Business School, Imperial College London, London SW7 2AZ Add to Reading List Source URL: www.fields.utoronto.ca Download Document from Source Website File Size: 396,87 KB Share Document on Facebook

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