Consistency problems for jump-diffusion models
Year of publication: |
2005
|
---|---|
Authors: | Bayraktar, Erhan ; Chen, Li ; Poor, H. Vincent |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 12.2005, 2, p. 101-119
|
Subject: | Stochastischer Prozess | Stochastic process | Zins | Interest rate |
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