Affine-Quadratic Jump-Diffusion Term Structure Models
Year of publication: |
[2013]
|
---|---|
Authors: | Jiang, George J. |
Other Persons: | Yan, Shu (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (41 p) |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 15, 2005 erstellt |
Other identifiers: | 10.2139/ssrn.687423 [DOI] |
Classification: | G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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