Finance and Stochastics · 2005 · 112 citations · 20 references
EngineeringEconomicsFinanceFinancial EconomicsProbability TheoryStochastic ProcessesBrownian MotionGaussian ProcessesInterest Rate ModelingLévy ProcessesMarkov ChainsMarkov ProcessesLibor Market ModelLévy - Itô DecompositionLévy Measure
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