Papers
Topics
Authors
Recent
AI Research Assistant
AI Research Assistant
Well-researched responses based on relevant abstracts and paper content.
Custom Instructions Pro
Preferences or requirements that you'd like Emergent Mind to consider when generating responses.
Gemini 2.5 Flash
Gemini 2.5 Flash 74 tok/s
Gemini 2.5 Pro 46 tok/s Pro
GPT-5 Medium 13 tok/s Pro
GPT-5 High 20 tok/s Pro
GPT-4o 87 tok/s Pro
Kimi K2 98 tok/s Pro
GPT OSS 120B 464 tok/s Pro
Claude Sonnet 4 40 tok/s Pro
2000 character limit reached

Heath-Jarrow-Merton model with linear volatility (2304.08075v2)

Published 17 Apr 2023 in math.PR

Abstract: We consider the Heath-Jarrow-Morton model of forward rates processes with linear volatility. The noise is either a Wiener or a pure jump Leevy process. We provide formulae for the forward rate processes, and discus the problem of their global in time existence.

Summary

We haven't generated a summary for this paper yet.

Ai Sparkles Streamline Icon: https://streamlinehq.com Summarize Now
Lightbulb On Streamline Icon: https://streamlinehq.com

Continue Learning

We haven't generated follow-up questions for this paper yet.

Ai Sparkles Streamline Icon: https://streamlinehq.com Generate Now

Authors (2)

  1. S. Peszat
  2. J. Zabczyk
List To Do Tasks Checklist Streamline Icon: https://streamlinehq.com

Collections

Sign up for free to add this paper to one or more collections.

User Circle Single Streamline Icon: https://streamlinehq.com Sign Up